Pandas Profiling Report

Dataset statistics

Number of variables	180
Number of observations	1308
Missing cells	6086
Missing cells (%)	2.6%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	1.8 MiB
Average record size in memory	1.4 KiB

Variable types

CAT	147
NUM	22
BOOL	10
UNSUPPORTED	1

Reproduction

Analysis started	2020-07-19 21:07:42.809308
Analysis finished	2020-07-19 21:16:43.930338
Duration	9 minutes and 1.12 second
Version	pandas-profiling v2.8.0
Command line	`pandas_profiling --config_file config.yaml [YOUR_FILE.csv]`
Download configuration	config.yaml

Warnings

`M/S Equivalent` has constant value "-"	Constant
`Product Type` has constant value "Investment Grade"	Constant
`Tranche Currency` has constant value "USD"	Constant
`FX Rate per USD` has constant value "1"	Constant
`Price Execution` has constant value "-"	Constant
`Coupon Rate Comments` has constant value "-"	Constant
`General Comments (deal level)` has constant value "-"	Constant
`Pricing Date` has a high cardinality: 100 distinct values	High cardinality
`Settlement Date` has a high cardinality: 125 distinct values	High cardinality
`Bond Ticker` has a high cardinality: 537 distinct values	High cardinality
`Issuer` has a high cardinality: 620 distinct values	High cardinality
`Moody's/S&P/Fitch Rating` has a high cardinality: 191 distinct values	High cardinality
`Total Deal Size (USD)` has a high cardinality: 108 distinct values	High cardinality
`Tranche Size (USD)` has a high cardinality: 83 distinct values	High cardinality
`Tenor` has a high cardinality: 70 distinct values	High cardinality
`Coupon Rate (Fixed %; FRN if Float)` has a high cardinality: 251 distinct values	High cardinality
`Maturity` has a high cardinality: 560 distinct values	High cardinality
`Benchmark` has a high cardinality: 87 distinct values	High cardinality
`Spread` has a high cardinality: 251 distinct values	High cardinality
`Free r` has a high cardinality: 148 distinct values	High cardinality
`New Issue Premium` has a high cardinality: 94 distinct values	High cardinality
`Over Subscription` has a high cardinality: 373 distinct values	High cardinality
`Price` has a high cardinality: 591 distinct values	High cardinality
`Bk3` has a high cardinality: 58 distinct values	High cardinality
`Bk4` has a high cardinality: 69 distinct values	High cardinality
`Bk5` has a high cardinality: 62 distinct values	High cardinality
`Bk6` has a high cardinality: 57 distinct values	High cardinality
`Sub industry` has a high cardinality: 81 distinct values	High cardinality
`CUSIP` has a high cardinality: 1280 distinct values	High cardinality
`ISIN` has a high cardinality: 1258 distinct values	High cardinality
`Tranche Size (Local)` has a high cardinality: 83 distinct values	High cardinality
`Bond Ticker.1` has a high cardinality: 537 distinct values	High cardinality
`Gross Spread` has a high cardinality: 64 distinct values	High cardinality
`Total Fees` has a high cardinality: 211 distinct values	High cardinality
`Co1` has a high cardinality: 87 distinct values	High cardinality
`Co 2` has a high cardinality: 93 distinct values	High cardinality
`Co 3` has a high cardinality: 90 distinct values	High cardinality
`Co 4` has a high cardinality: 95 distinct values	High cardinality
`Co 5` has a high cardinality: 84 distinct values	High cardinality
`Price0` has a high cardinality: 1045 distinct values	High cardinality
`Yield0` has a high cardinality: 1019 distinct values	High cardinality
`Spread0` has a high cardinality: 1159 distinct values	High cardinality
`Performance0` has a high cardinality: 1148 distinct values	High cardinality
`Price1` has a high cardinality: 1088 distinct values	High cardinality
`Yield1` has a high cardinality: 1042 distinct values	High cardinality
`Spread1` has a high cardinality: 1199 distinct values	High cardinality
`Performance1` has a high cardinality: 1196 distinct values	High cardinality
`Price2` has a high cardinality: 1124 distinct values	High cardinality
`Yield2` has a high cardinality: 1060 distinct values	High cardinality
`Spread2` has a high cardinality: 1217 distinct values	High cardinality
`Performance2` has a high cardinality: 1212 distinct values	High cardinality
`Price3` has a high cardinality: 1137 distinct values	High cardinality
`Yield3` has a high cardinality: 1045 distinct values	High cardinality
`Spread3` has a high cardinality: 1234 distinct values	High cardinality
`Performance3` has a high cardinality: 1224 distinct values	High cardinality
`Price4` has a high cardinality: 1159 distinct values	High cardinality
`Yield4` has a high cardinality: 1073 distinct values	High cardinality
`Spread4` has a high cardinality: 1238 distinct values	High cardinality
`Performance4` has a high cardinality: 1231 distinct values	High cardinality
`Price5` has a high cardinality: 1163 distinct values	High cardinality
`Yield5` has a high cardinality: 1058 distinct values	High cardinality
`Spread5` has a high cardinality: 1237 distinct values	High cardinality
`Performance5` has a high cardinality: 1234 distinct values	High cardinality
`Price6` has a high cardinality: 1186 distinct values	High cardinality
`Yield6` has a high cardinality: 1077 distinct values	High cardinality
`Spread6` has a high cardinality: 1238 distinct values	High cardinality
`Performance6` has a high cardinality: 1231 distinct values	High cardinality
`Price7` has a high cardinality: 1185 distinct values	High cardinality
`Yield7` has a high cardinality: 1079 distinct values	High cardinality
`Spread7` has a high cardinality: 1241 distinct values	High cardinality
`Performance7` has a high cardinality: 1235 distinct values	High cardinality
`Price8` has a high cardinality: 1177 distinct values	High cardinality
`Yield8` has a high cardinality: 1074 distinct values	High cardinality
`Spread8` has a high cardinality: 1241 distinct values	High cardinality
`Performance8` has a high cardinality: 1236 distinct values	High cardinality
`Price9` has a high cardinality: 1188 distinct values	High cardinality
`Yield9` has a high cardinality: 1074 distinct values	High cardinality
`Spread9` has a high cardinality: 1244 distinct values	High cardinality
`Performance9` has a high cardinality: 1238 distinct values	High cardinality
`Price10` has a high cardinality: 1182 distinct values	High cardinality
`Yield10` has a high cardinality: 1108 distinct values	High cardinality
`Spread10` has a high cardinality: 1244 distinct values	High cardinality
`Performance10` has a high cardinality: 1237 distinct values	High cardinality
`Ticker` has a high cardinality: 580 distinct values	High cardinality
`EnterpriseValue` has a high cardinality: 433 distinct values	High cardinality
`Usgg3y` is highly correlated with `Usgg2y` and 3 other fields	High correlation
`Usgg2y` is highly correlated with `Usgg3y` and 3 other fields	High correlation
`Usgg3y5d` is highly correlated with `Usgg2y5d` and 1 other fields	High correlation
`Usgg2y5d` is highly correlated with `Usgg3y5d`	High correlation
`Usgg5y` is highly correlated with `Usgg2y` and 3 other fields	High correlation
`Usgg5y5d` is highly correlated with `Usgg3y5d`	High correlation
`Usgg10y` is highly correlated with `Usgg2y` and 3 other fields	High correlation
`Usgg30y` is highly correlated with `Usgg2y` and 3 other fields	High correlation
`Usgg30y5d` is highly correlated with `Usgg10y5d`	High correlation
`Usgg10y5d` is highly correlated with `Usgg30y5d`	High correlation
`League Table Eligible` is highly correlated with `New Issue Premium`	High correlation
`New Issue Premium` is highly correlated with `League Table Eligible`	High correlation
`Listing` is highly correlated with `S&P Rating` and 6 other fields	High correlation
`S&P Rating` is highly correlated with `Listing`	High correlation
`Asset Class` is highly correlated with `Listing`	High correlation
`Deal Size (Lcl Ccy)` is highly correlated with `Listing`	High correlation
`Benchmark` is highly correlated with `Listing` and 1 other fields	High correlation
`Orderbook Size (mm)` is highly correlated with `Listing`	High correlation
`Bk4` is highly correlated with `Listing`	High correlation
`Bk5` is highly correlated with `Listing`	High correlation
`Industry` is highly correlated with `Issuer Type` and 1 other fields	High correlation
`Issuer Type` is highly correlated with `Industry` and 1 other fields	High correlation
`Sub industry` is highly correlated with `Issuer Type` and 1 other fields	High correlation
`Week Start` is highly correlated with `Pricing Date` and 1 other fields	High correlation
`Pricing Date` is highly correlated with `Week Start` and 1 other fields	High correlation
`Quarter` is highly correlated with `Pricing Date` and 1 other fields	High correlation
`Sub-Region` is highly correlated with `Country` and 1 other fields	High correlation
`Country` is highly correlated with `Sub-Region` and 1 other fields	High correlation
`Region` is highly correlated with `Country` and 1 other fields	High correlation
`Tranche Size (Local)` is highly correlated with `Tranche Size (USD)`	High correlation
`Tranche Size (USD)` is highly correlated with `Tranche Size (Local)`	High correlation
`Call Structure` is highly correlated with `Structure`	High correlation
`Structure` is highly correlated with `Call Structure`	High correlation
`Jt Ld 3` is highly correlated with `Jt Ld 2` and 1 other fields	High correlation
`Jt Ld 2` is highly correlated with `Jt Ld 3` and 1 other fields	High correlation
`Jt Ld 4` is highly correlated with `Jt Ld 2` and 2 other fields	High correlation
`Jt Ld 5` is highly correlated with `Jt Ld 4`	High correlation
`IssueBenchmark` is highly correlated with `Benchmark`	High correlation
`Benchmark` has 67 (5.1%) missing values	Missing
`Spread to Gov Benchmark` has 1123 (85.9%) missing values	Missing
`MS` has 1143 (87.4%) missing values	Missing
`New Issue Premium` has 194 (14.8%) missing values	Missing
`Over Subscription` has 106 (8.1%) missing values	Missing
`Phy. Bks` has 1308 (100.0%) missing values	Missing
`Gross Spread` has 352 (26.9%) missing values	Missing
`Price0` has 110 (8.4%) missing values	Missing
`Yield0` has 112 (8.6%) missing values	Missing
`Spread0` has 32 (2.4%) missing values	Missing
`Price1` has 67 (5.1%) missing values	Missing
`Yield1` has 69 (5.3%) missing values	Missing
`Spread1` has 32 (2.4%) missing values	Missing
`Price2` has 51 (3.9%) missing values	Missing
`Yield2` has 53 (4.1%) missing values	Missing
`Spread2` has 32 (2.4%) missing values	Missing
`Price3` has 35 (2.7%) missing values	Missing
`Yield3` has 37 (2.8%) missing values	Missing
`Spread3` has 32 (2.4%) missing values	Missing
`Price4` has 32 (2.4%) missing values	Missing
`Yield4` has 34 (2.6%) missing values	Missing
`Spread4` has 32 (2.4%) missing values	Missing
`Price5` has 30 (2.3%) missing values	Missing
`Yield5` has 32 (2.4%) missing values	Missing
`Spread5` has 32 (2.4%) missing values	Missing
`Price6` has 29 (2.2%) missing values	Missing
`Yield6` has 31 (2.4%) missing values	Missing
`Spread6` has 32 (2.4%) missing values	Missing
`Price7` has 28 (2.1%) missing values	Missing
`Yield7` has 30 (2.3%) missing values	Missing
`Spread7` has 32 (2.4%) missing values	Missing
`Price8` has 26 (2.0%) missing values	Missing
`Yield8` has 28 (2.1%) missing values	Missing
`Spread8` has 32 (2.4%) missing values	Missing
`Price9` has 25 (1.9%) missing values	Missing
`Yield9` has 27 (2.1%) missing values	Missing
`Spread9` has 32 (2.4%) missing values	Missing
`Price10` has 25 (1.9%) missing values	Missing
`Yield10` has 27 (2.1%) missing values	Missing
`Spread10` has 32 (2.4%) missing values	Missing
`EnterpriseValue` has 502 (38.4%) missing values	Missing
`Yield` is highly skewed (γ1 = 25.52291639)	Skewed
`CUSIP` is uniformly distributed	Uniform
`ISIN` is uniformly distributed	Uniform
`Price0` is uniformly distributed	Uniform
`Yield0` is uniformly distributed	Uniform
`Price1` is uniformly distributed	Uniform
`Yield1` is uniformly distributed	Uniform
`Price2` is uniformly distributed	Uniform
`Yield2` is uniformly distributed	Uniform
`Price3` is uniformly distributed	Uniform
`Yield3` is uniformly distributed	Uniform
`Spread3` is uniformly distributed	Uniform
`Price4` is uniformly distributed	Uniform
`Yield4` is uniformly distributed	Uniform
`Spread4` is uniformly distributed	Uniform
`Price5` is uniformly distributed	Uniform
`Yield5` is uniformly distributed	Uniform
`Spread5` is uniformly distributed	Uniform
`Price6` is uniformly distributed	Uniform
`Yield6` is uniformly distributed	Uniform
`Spread6` is uniformly distributed	Uniform
`Price7` is uniformly distributed	Uniform
`Yield7` is uniformly distributed	Uniform
`Spread7` is uniformly distributed	Uniform
`Price8` is uniformly distributed	Uniform
`Yield8` is uniformly distributed	Uniform
`Spread8` is uniformly distributed	Uniform
`Price9` is uniformly distributed	Uniform
`Yield9` is uniformly distributed	Uniform
`Spread9` is uniformly distributed	Uniform
`Price10` is uniformly distributed	Uniform
`Yield10` is uniformly distributed	Uniform
`Spread10` is uniformly distributed	Uniform
`Phy. Bks` is an unsupported type, check if it needs cleaning or further analysis	Unsupported
`IPT Spread` has 147 (11.2%) zeros	Zeros
`Guidance` has 563 (43.0%) zeros	Zeros
`Area` has 917 (70.1%) zeros	Zeros
`Movement from IPTS` has 63 (4.8%) zeros	Zeros
`Yield` has 65 (5.0%) zeros	Zeros

Pricing Date
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

03/26/2020	33
06/17/2020	29
01/07/2020	27
01/06/2020	27
03/30/2020	27
Other values (95)	1165

Common Values
Length

Value	Count	Frequency (%)
03/26/2020	33	2.5%
06/17/2020	29	2.2%
01/07/2020	27	2.1%
01/06/2020	27	2.1%
03/30/2020	27	2.1%
05/11/2020	26	2.0%
04/27/2020	26	2.0%
05/07/2020	26	2.0%
02/18/2020	26	2.0%
05/06/2020	26	2.0%
Other values (90)	1035	79.1%

Length

Max length	10
Median length	10
Mean length	10
Min length	10

Settlement Date
Categorical

HIGH CARDINALITY

Distinct count	125
Unique (%)	9.6%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

05/13/2020	30
05/18/2020	29
04/09/2020	27
04/01/2020	26
03/27/2020	24
Other values (120)	1172

Common Values
Length

Value	Count	Frequency (%)
05/13/2020	30	2.3%
05/18/2020	29	2.2%
04/09/2020	27	2.1%
04/01/2020	26	2.0%
03/27/2020	24	1.8%
06/03/2020	23	1.8%
03/25/2020	23	1.8%
06/22/2020	23	1.8%
05/07/2020	21	1.6%
03/30/2020	21	1.6%
Other values (115)	1061	81.1%

Length

Max length	10
Median length	10
Mean length	9.96559633
Min length	1

Bond Ticker
Categorical

HIGH CARDINALITY

Distinct count	537
Unique (%)	41.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

UTX	14
JPM	11
DIS	11
XOM	10
GE	10
Other values (532)	1252

Common Values
Length

Value	Count	Frequency (%)
UTX	14	1.1%
JPM	11	0.8%
DIS	11	0.8%
XOM	10	0.8%
GE	10	0.8%
WFC	10	0.8%
KO	10	0.8%
TFC	9	0.7%
INTC	9	0.7%
AMGN	9	0.7%
Other values (527)	1205	92.1%

Length

Max length	9
Median length	3
Mean length	3.555810398
Min length	1

Issuer
Categorical

HIGH CARDINALITY

Distinct count	620
Unique (%)	47.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

The Walt Disney Co.	11
JPMorgan Chase & Co	10
Wells Fargo & Co	10
Exxon Mobil Corporation	10
Bank of America Corporation	9
Other values (615)	1258

Common Values
Length

Value	Count	Frequency (%)
The Walt Disney Co.	11	0.8%
JPMorgan Chase & Co	10	0.8%
Wells Fargo & Co	10	0.8%
Exxon Mobil Corporation	10	0.8%
Bank of America Corporation	9	0.7%
Amgen Inc	9	0.7%
Intel Corp	9	0.7%
T-Mobile USA Inc	8	0.6%
PepsiCo Inc	8	0.6%
Chevron Corporation	7	0.5%
Other values (610)	1217	93.0%

Length

Max length	60
Median length	21
Mean length	21.77599388
Min length	5

Moody’s Rating
Categorical

Distinct count	14
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Baa2	213
Baa1	199
A2	188
A3	171
Baa3	169
Other values (9)	368

Common Values
Length

Value	Count	Frequency (%)
Baa2	213	16.3%
Baa1	199	15.2%
A2	188	14.4%
A3	171	13.1%
Baa3	169	12.9%
A1	124	9.5%
NR	89	6.8%
Aa3	57	4.4%
Ba1	32	2.4%
Aa2	29	2.2%
Other values (4)	37	2.8%

Length

Max length	4
Median length	3
Mean length	3.006880734
Min length	2

Moody's Outlook
Categorical

Distinct count	7
Unique (%)	0.5%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Stable	697
-	390
Negative	164
Positive	38
Negative Watch	13
Other values (2)	6

Common Values
Length

Value	Count	Frequency (%)
Stable	697	53.3%
-	390	29.8%
Negative	164	12.5%
Positive	38	2.9%
Negative Watch	13	1.0%
Developing	4	0.3%
Positive Watch	2	0.2%

Length

Max length	14
Median length	6
Mean length	4.922018349
Min length	1

S&P Rating
Categorical

HIGH CORRELATION

Distinct count	15
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

BBB	220
A-	212
BBB+	193
A	188
BBB-	175
Other values (10)	320

Common Values
Length

Value	Count	Frequency (%)
BBB	220	16.8%
A-	212	16.2%
BBB+	193	14.8%
A	188	14.4%
BBB-	175	13.4%
A+	109	8.3%
AA-	79	6.0%
NR	63	4.8%
AA+	22	1.7%
BB+	17	1.3%
Other values (5)	30	2.3%

Length

Max length	4
Median length	3
Mean length	2.682721713
Min length	1

S&P Outlook
Categorical

Distinct count	5
Unique (%)	0.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Stable	682
-	378
Negative	210
Negative Watch	19
Positive	19

Common Values
Length

Value	Count	Frequency (%)
Stable	682	52.1%
-	378	28.9%
Negative	210	16.1%
Negative Watch	19	1.5%
Positive	19	1.5%

Length

Max length	14
Median length	6
Mean length	5.021406728
Min length	1

Fitch Rating
Categorical

Distinct count	15
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

NR	583
BBB	136
BBB-	125
A	111
BBB+	106
Other values (10)	247

Common Values
Length

Value	Count	Frequency (%)
NR	583	44.6%
BBB	136	10.4%
BBB-	125	9.6%
A	111	8.5%
BBB+	106	8.1%
A+	85	6.5%
A-	85	6.5%
AA-	39	3.0%
BB	10	0.8%
BB+	8	0.6%
Other values (5)	20	1.5%

Length

Max length	4
Median length	2
Mean length	2.416666667
Min length	1

Fitch Outlook
Categorical

Distinct count	5
Unique (%)	0.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	750
Stable	409
Negative	131
Positive	15
Negative Watch	3

Common Values
Length

Value	Count	Frequency (%)
-	750	57.3%
Stable	409	31.3%
Negative	131	10.0%
Positive	15	1.1%
Negative Watch	3	0.2%

Length

Max length	14
Median length	1
Mean length	3.374617737
Min length	1

Moody's/S&P/Fitch Rating
Categorical

HIGH CARDINALITY

Distinct count	191
Unique (%)	14.6%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Baa2 / BBB / NR	65
A2 / A / NR	51
Baa3 / BBB- / BBB-	49
A3 / A- / NR	45
Baa1 / BBB+ / NR	42
Other values (186)	1056

Common Values
Length

Value	Count	Frequency (%)
Baa2 / BBB / NR	65	5.0%
A2 / A / NR	51	3.9%
Baa3 / BBB- / BBB-	49	3.7%
A3 / A- / NR	45	3.4%
Baa1 / BBB+ / NR	42	3.2%
A1 / A+ / NR	40	3.1%
A2 / A / A	39	3.0%
NR / NR / NR	39	3.0%
Baa1 / A- / NR	31	2.4%
Baa1 / BBB+ / BBB+	28	2.1%
Other values (181)	879	67.2%

Length

Max length	18
Median length	14
Mean length	14.10626911
Min length	10

No. of B's
Categorical

Distinct count	5
Unique (%)	0.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	679
6	467
3	107
5	33
4	22

Common Values
Length

Value	Count	Frequency (%)
-	679	51.9%
6	467	35.7%
3	107	8.2%
5	33	2.5%
4	22	1.7%

Length

Max length	1
Median length	1
Mean length	1
Min length	1

Rank
Categorical

Distinct count	8
Unique (%)	0.6%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Sr	1142
Secured	51
FMB	35
Preferred	30
Sub	22
Other values (3)	28

Common Values
Length

Value	Count	Frequency (%)
Sr	1142	87.3%
Secured	51	3.9%
FMB	35	2.7%
Preferred	30	2.3%
Sub	22	1.7%
Jr Sub	15	1.1%
FA Backed	11	0.8%
Sr Sub	2	0.2%

Length

Max length	9
Median length	2
Mean length	2.509938838
Min length	2

Bail-in
Categorical

Distinct count	4
Unique (%)	0.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

	1145
-	150
Yes	12
No	1

Common Values
Length

Value	Count	Frequency (%)
	1145	87.5%
-	150	11.5%
Yes	12	0.9%
No	1	0.1%

Length

Max length	3
Median length	1
Mean length	1.01911315
Min length	1

Asset Class
Categorical

HIGH CORRELATION

Distinct count	5
Unique (%)	0.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1272
Senior	32
Tier 2	2
Covered	1
AT1	1

Common Values
Length

Value	Count	Frequency (%)
-	1272	97.2%
Senior	32	2.4%
Tier 2	2	0.2%
Covered	1	0.1%
AT1	1	0.1%

Length

Max length	8
Median length	2
Mean length	2.136085627
Min length	2

Total Deal Size (USD)
Categorical

HIGH CARDINALITY

Distinct count	108
Unique (%)	8.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

1000	110
500	95
2000	94
1500	88
4000	70
Other values (103)	851

Common Values
Length

Value	Count	Frequency (%)
1000	110	8.4%
500	95	7.3%
2000	94	7.2%
1500	88	6.7%
4000	70	5.4%
3000	49	3.7%
750	47	3.6%
5000	47	3.6%
1250	44	3.4%
2500	37	2.8%
Other values (98)	627	47.9%

Length

Max length	7
Median length	4
Mean length	3.735474006
Min length	1

Deal Size (Lcl Ccy)
Categorical

HIGH CORRELATION

Distinct count	31
Unique (%)	2.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1169
1000	17
1500	15
500	15
8000	11
Other values (26)	81

Common Values
Length

Value	Count	Frequency (%)
-	1169	89.4%
1000	17	1.3%
1500	15	1.1%
500	15	1.1%
8000	11	0.8%
750	10	0.8%
4000	10	0.8%
600	8	0.6%
8925	6	0.5%
12500	5	0.4%
Other values (21)	42	3.2%

Length

Max length	5
Median length	2
Mean length	2.177370031
Min length	2

Tranche Size (USD)
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count	83
Unique (%)	6.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

500	229
1000	179
750	160
1250	94
1500	74
Other values (78)	572

Common Values
Length

Value	Count	Frequency (%)
500	229	17.5%
1000	179	13.7%
750	160	12.2%
1250	94	7.2%
1500	74	5.7%
600	62	4.7%
400	52	4.0%
300	44	3.4%
2000	39	3.0%
650	27	2.1%
Other values (73)	348	26.6%

Length

Max length	7
Median length	3
Mean length	3.413608563
Min length	1

Tenor
Categorical

HIGH CARDINALITY

Distinct count	70
Unique (%)	5.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

10	387
5	209
30	178
3	98
7	74
Other values (65)	362

Common Values
Length

Value	Count	Frequency (%)
10	387	29.6%
5	209	16.0%
30	178	13.6%
3	98	7.5%
7	74	5.7%
-	65	5.0%
20	39	3.0%
2	24	1.8%
11	24	1.8%
40	22	1.7%
Other values (60)	188	14.4%

Length

Max length	4
Median length	2
Mean length	1.743119266
Min length	1

No of Tranches
Real number (ℝ_≥0)

Distinct count	7
Unique (%)	0.5%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	2.386085626911315
Minimum	1
Maximum	7
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	1
5-th percentile	1
Q1	1
median	2
Q3	3
95-th percentile	6
Maximum	7
Range	6
Interquartile range (IQR)	2

Descriptive statistics

Standard deviation	1.526112112
Coefficient of variation (CV)	0.6395881584
Kurtosis	0.6610809151
Mean	2.386085627
Median Absolute Deviation (MAD)	1
Skewness	1.138309046
Sum	3121
Variance	2.329018178

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
1	489	37.4%
2	339	25.9%
3	204	15.6%
4	136	10.4%
5	70	5.4%
6	42	3.2%
7	28	2.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1	489	37.4%
2	339	25.9%
3	204	15.6%
4	136	10.4%
5	70	5.4%

Value	Count	Frequency (%)
7	28	2.1%
6	42	3.2%
5	70	5.4%
4	136	10.4%
3	204	15.6%

Structure
Categorical

HIGH CORRELATION

Distinct count	15
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

NCL	1110
Callable	70
NC5	56
NC10	22
-	19
Other values (10)	31

Common Values
Length

Value	Count	Frequency (%)
NCL	1110	84.9%
Callable	70	5.4%
NC5	56	4.3%
NC10	22	1.7%
-	19	1.5%
NC2	8	0.6%
NC3	7	0.5%
NC30	5	0.4%
NC20	4	0.3%
NC7	2	0.2%
Other values (5)	5	0.4%

Length

Max length	8
Median length	3
Mean length	3.266055046
Min length	1

Coupon Type
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Fixed	1197
Fixed to FRN	63
Floating	48

Common Values
Length

Value	Count	Frequency (%)
Fixed	1197	91.5%
Fixed to FRN	63	4.8%
Floating	48	3.7%

Length

Max length	12
Median length	5
Mean length	5.447247706
Min length	5

Coupon Rate (Fixed %; FRN if Float)
Categorical

HIGH CARDINALITY

Distinct count	251
Unique (%)	19.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	117
3.25	34
3.5	28
2.25	25
2.75	25
Other values (246)	1079

Common Values
Length

Value	Count	Frequency (%)
-	117	8.9%
3.25	34	2.6%
3.5	28	2.1%
2.25	25	1.9%
2.75	25	1.9%
3	24	1.8%
3.75	22	1.7%
2.8	20	1.5%
2.7	19	1.5%
4	18	1.4%
Other values (241)	976	74.6%

Length

Max length	6
Median length	4
Mean length	3.45412844
Min length	1

Call Date
Categorical

Distinct count	45
Unique (%)	3.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1245
02/15/2030	7
03/15/2030	5
03/01/2030	4
05/01/2025	2
Other values (40)	45

Common Values
Length

Value	Count	Frequency (%)
-	1245	95.2%
02/15/2030	7	0.5%
03/15/2030	5	0.4%
03/01/2030	4	0.3%
05/01/2025	2	0.2%
11/15/2049	2	0.2%
10/15/2030	2	0.2%
09/15/2025	2	0.2%
06/15/2025	2	0.2%
03/01/2023	2	0.2%
Other values (35)	35	2.7%

Length

Max length	10
Median length	1
Mean length	1.433486239
Min length	1

Maturity
Categorical

HIGH CARDINALITY

Distinct count	560
Unique (%)	42.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	50
05/15/2030	36
06/01/2030	31
04/15/2030	25
06/15/2030	25
Other values (555)	1141

Common Values
Length

Value	Count	Frequency (%)
-	50	3.8%
05/15/2030	36	2.8%
06/01/2030	31	2.4%
04/15/2030	25	1.9%
06/15/2030	25	1.9%
05/01/2030	23	1.8%
04/01/2030	20	1.5%
05/15/2050	19	1.5%
04/15/2050	18	1.4%
01/15/2031	15	1.1%
Other values (550)	1046	80.0%

Length

Max length	10
Median length	10
Mean length	9.655963303
Min length	1

Benchmark
Categorical

HIGH CARDINALITY
HIGH CORRELATION
MISSING

Distinct count	87
Unique (%)	7.0%
Missing	67
Missing (%)	5.1%
Memory size	10.2 KiB

2.375% 30yr UST due 11/15/49	186
1.5% 10yr UST due 02/15/30	169
1.5% 30yr UST due 02/15/30	94
0.625% 10yr UST due 05/15/30	79
1.75% 10yr UST due 11/15/29	68
Other values (82)	645

Common Values
Length

Value	Count	Frequency (%)
2.375% 30yr UST due 11/15/49	186	14.2%
1.5% 10yr UST due 02/15/30	169	12.9%
1.5% 30yr UST due 02/15/30	94	7.2%
0.625% 10yr UST due 05/15/30	79	6.0%
1.75% 10yr UST due 11/15/29	68	5.2%
0.5% 5yr UST due 03/31/25	66	5.0%
0.25% 5yr UST due 05/31/25	43	3.3%
0.375% 5yr UST due 04/30/25	43	3.3%
3-month Libor	41	3.1%
2% 30yr UST due 02/15/50	40	3.1%
Other values (77)	412	31.5%
(Missing)	67	5.1%

Length

Max length	30
Median length	26
Mean length	24.37385321
Min length	1

Spread
Categorical

HIGH CARDINALITY

Distinct count	251
Unique (%)	19.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

225	31
170	26
200	24
145	23
250	23
Other values (246)	1181

Common Values
Length

Value	Count	Frequency (%)
225	31	2.4%
170	26	2.0%
200	24	1.8%
145	23	1.8%
250	23	1.8%
125	23	1.8%
130	23	1.8%
190	22	1.7%
195	22	1.7%
300	21	1.6%
Other values (241)	1070	81.8%

Length

Max length	6
Median length	3
Mean length	2.99235474
Min length	1

Spread to Gov Benchmark
Boolean

MISSING

Distinct count	1
Unique (%)	0.5%
Missing	1123
Missing (%)	85.9%
Memory size	10.2 KiB

0	185
(Missing)	1123

Frequency Table

Value	Count	Frequency (%)
0	185	14.1%
(Missing)	1123	85.9%

Free r
Categorical

HIGH CARDINALITY

Distinct count	148
Unique (%)	11.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	369
-2	115
-1	112
-3	80
-4	74
Other values (143)	558

Common Values
Length

Value	Count	Frequency (%)
-	369	28.2%
-2	115	8.8%
-1	112	8.6%
-3	80	6.1%
-4	74	5.7%
-5	57	4.4%
-6	41	3.1%
-8	33	2.5%
1	30	2.3%
-7	26	2.0%
Other values (138)	371	28.4%

Length

Max length	6
Median length	2
Mean length	2.035168196
Min length	1

Rate Type Selection
Categorical

Distinct count	4
Unique (%)	0.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1254
3 month LIBOR	37
SOFR	15
LIBOR	2

Common Values
Length

Value	Count	Frequency (%)
-	1254	95.9%
3 month LIBOR	37	2.8%
SOFR	15	1.1%
LIBOR	2	0.2%

Length

Max length	13
Median length	1
Mean length	1.379969419
Min length	1

3mL Equivalent (bps)
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1306
312.5	1
424	1

Common Values
Length

Value	Count	Frequency (%)
-	1306	99.8%
312.5	1	0.1%
424	1	0.1%

Length

Max length	5
Median length	1
Mean length	1.004587156
Min length	1

IPT Spread
Real number (ℝ_≥0)

ZEROS

Distinct count	171
Unique (%)	13.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	223.0269877675841
Minimum	0.0
Maximum	1250.0
Zeros	147
Zeros (%)	11.2%
Memory size	10.2 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	120
median	205
Q3	310
95-th percentile	500
Maximum	1250
Range	1250
Interquartile range (IQR)	190

Descriptive statistics

Standard deviation	151.8446315
Coefficient of variation (CV)	0.6808352346
Kurtosis	2.985769682
Mean	223.0269878
Median Absolute Deviation (MAD)	95
Skewness	1.00549423
Sum	291719.3
Variance	23056.79213

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	147	11.2%
300	37	2.8%
250	36	2.8%
200	28	2.1%
275	28	2.1%
350	27	2.1%
150	26	2.0%
225	25	1.9%
180	24	1.8%
175	23	1.8%
Other values (161)	907	69.3%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	147	11.2%
20	1	0.1%
30	3	0.2%
40	3	0.2%
50	7	0.5%

Value	Count	Frequency (%)
1250	1	0.1%
1200	1	0.1%
806.25	1	0.1%
737.5	1	0.1%
725	1	0.1%

Guidance
Real number (ℝ_≥0)

ZEROS

Distinct count	147
Unique (%)	11.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	113.04950305810398
Minimum	0.0
Maximum	712.5
Zeros	563
Zeros (%)	43.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0
median	73.75
Q3	180
95-th percentile	387.5
Maximum	712.5
Range	712.5
Interquartile range (IQR)	180

Descriptive statistics

Standard deviation	138.886056
Coefficient of variation (CV)	1.228541941
Kurtosis	2.199912106
Mean	113.0495031
Median Absolute Deviation (MAD)	73.75
Skewness	1.469280845
Sum	147868.75
Variance	19289.33654

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	563	43.0%
145	23	1.8%
135	21	1.6%
200	19	1.5%
175	18	1.4%
90	17	1.3%
150	17	1.3%
155	17	1.3%
110	16	1.2%
70	15	1.1%
Other values (137)	582	44.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	563	43.0%
12.5	1	0.1%
18	1	0.1%
20	1	0.1%
25	3	0.2%

Value	Count	Frequency (%)
712.5	2	0.2%
700	2	0.2%
687.5	1	0.1%
662.5	1	0.1%
637.5	1	0.1%

Area
Real number (ℝ_≥0)

ZEROS

Distinct count	8
Unique (%)	0.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	1.5607798165137614
Minimum	0.0
Maximum	68.0
Zeros	917
Zeros (%)	70.1%
Memory size	10.2 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0
median	0
Q3	2.5
95-th percentile	5
Maximum	68
Range	68
Interquartile range (IQR)	2.5

Descriptive statistics

Standard deviation	3.337140927
Coefficient of variation (CV)	2.138124091
Kurtosis	121.6894271
Mean	1.560779817
Median Absolute Deviation (MAD)	0
Skewness	7.304166525
Sum	2041.5
Variance	11.13650957

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	917	70.1%
5	232	17.7%
2	57	4.4%
3	44	3.4%
12.5	41	3.1%
2.5	14	1.1%
10	2	0.2%
68	1	0.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	917	70.1%
2	57	4.4%
2.5	14	1.1%
3	44	3.4%
5	232	17.7%

Value	Count	Frequency (%)
68	1	0.1%
12.5	41	3.1%
10	2	0.2%
5	232	17.7%
3	44	3.4%

M/S Equivalent
Categorical

CONSTANT
REJECTED

Distinct count	1
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1308

Common Values
Length

Value	Count	Frequency (%)
-	1308	100.0%

Length

Max length	1
Median length	1
Mean length	1
Min length	1

Spread vs. Midswaps
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1306
48	1
40	1

Common Values
Length

Value	Count	Frequency (%)
-	1306	99.8%
48	1	0.1%
40	1	0.1%

Length

Max length	2
Median length	1
Mean length	1.001529052
Min length	1

MS
Categorical

MISSING

Distinct count	3
Unique (%)	1.8%
Missing	1143
Missing (%)	87.4%
Memory size	10.2 KiB

0	163
40	1
30	1

Common Values
Length

Value	Count	Frequency (%)
0	163	12.5%
40	1	0.1%
30	1	0.1%
(Missing)	1143	87.4%

Length

Max length	4
Median length	3
Mean length	3.001529052
Min length	3

New Issue Premium
Categorical

HIGH CARDINALITY
HIGH CORRELATION
MISSING

Distinct count	94
Unique (%)	8.4%
Missing	194
Missing (%)	14.8%
Memory size	10.2 KiB

0	179
5	98
-5	90
10	60
-10	53
Other values (89)	634

Common Values
Length

Value	Count	Frequency (%)
0	179	13.7%
5	98	7.5%
-5	90	6.9%
10	60	4.6%
-10	53	4.1%
15	52	4.0%
20	41	3.1%
25	36	2.8%
-15	31	2.4%
35	29	2.2%
Other values (84)	445	34.0%
(Missing)	194	14.8%

Length

Max length	5
Median length	2
Mean length	2.032874618
Min length	1

Movement from IPTS
Real number (ℝ)

ZEROS

Distinct count	205
Unique (%)	15.7%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-0.09566513761467968
Minimum	-854.0
Maximum	245.7
Zeros	63
Zeros (%)	4.8%
Memory size	10.2 KiB

Quantile statistics

Minimum	-854
5-th percentile	-254.1
Q1	15
median	25
Q3	40
95-th percentile	65
Maximum	245.7
Range	1099.7
Interquartile range (IQR)	25

Descriptive statistics

Standard deviation	123.9064504
Coefficient of variation (CV)	-1295.210078
Kurtosis	16.08642931
Mean	-0.09566513761
Median Absolute Deviation (MAD)	12.5
Skewness	-3.969214312
Sum	-125.13
Variance	15352.80845

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
25	110	8.4%
30	99	7.6%
20	91	7.0%
15	83	6.3%
40	79	6.0%
35	74	5.7%
50	73	5.6%
0	63	4.8%
45	43	3.3%
37.5	34	2.6%
Other values (195)	559	42.7%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-854	1	0.1%
-712.5	1	0.1%
-687.5	1	0.1%
-675	3	0.2%
-663	1	0.1%

Value	Count	Frequency (%)
245.7	1	0.1%
215	1	0.1%
196.2	1	0.1%
185.8	2	0.2%
150	1	0.1%

Orderbook Size (mm)
Categorical

HIGH CORRELATION

Distinct count	18
Unique (%)	1.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1282
5500	3
5050	2
12200	2
4600	2
Other values (13)	17

Common Values
Length

Value	Count	Frequency (%)
-	1282	98.0%
5500	3	0.2%
5050	2	0.2%
12200	2	0.2%
4600	2	0.2%
3300	2	0.2%
24000	2	0.2%
12000	2	0.2%
2000	2	0.2%
3150	1	0.1%
Other values (8)	8	0.6%

Length

Max length	5
Median length	1
Mean length	1.063455657
Min length	1

Over Subscription
Categorical

HIGH CARDINALITY
MISSING

Distinct count	373
Unique (%)	31.0%
Missing	106
Missing (%)	8.1%
Memory size	10.2 KiB

3	35
2	34
-	20
2.4	20
4	18
Other values (368)	1075

Common Values
Length

Value	Count	Frequency (%)
3	35	2.7%
2	34	2.6%
-	20	1.5%
2.4	20	1.5%
4	18	1.4%
6	18	1.4%
1.7	18	1.4%
1.8	16	1.2%
3.8	15	1.1%
1.5	15	1.1%
Other values (363)	993	75.9%
(Missing)	106	8.1%

Length

Max length	5
Median length	3
Mean length	3.155963303
Min length	1

Yield
Real number (ℝ_≥0)

SKEWED
ZEROS

Distinct count	992
Unique (%)	75.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	6.964480886850153
Minimum	0.0
Maximum	2522.0
Zeros	65
Zeros (%)	5.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	0
5-th percentile	0.48655
Q1	2.23375
median	3.0675
Q3	3.866
95-th percentile	5.75
Maximum	2522
Range	2522
Interquartile range (IQR)	1.63225

Descriptive statistics

Standard deviation	92.94233903
Coefficient of variation (CV)	13.34519263
Kurtosis	655.7688866
Mean	6.964480887
Median Absolute Deviation (MAD)	0.8195
Skewness	25.52291639
Sum	9109.541
Variance	8638.278385

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	65	5.0%
7	8	0.6%
4.75	6	0.5%
5.75	6	0.5%
5.25	5	0.4%
2.268	4	0.3%
6.75	4	0.3%
3.377	4	0.3%
4.625	4	0.3%
3.1	4	0.3%
Other values (982)	1198	91.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	65	5.0%
0.447	1	0.1%
0.56	1	0.1%
0.658	1	0.1%
0.727	1	0.1%

Value	Count	Frequency (%)
2522	1	0.1%
2219	1	0.1%
209	1	0.1%
100	1	0.1%
12.314	1	0.1%

Price
Categorical

HIGH CARDINALITY

Distinct count	591
Unique (%)	45.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

100	287
25	14
99.794	7
99.787	7
99.933	6
Other values (586)	987

Common Values
Length

Value	Count	Frequency (%)
100	287	21.9%
25	14	1.1%
99.794	7	0.5%
99.787	7	0.5%
99.933	6	0.5%
99.965	6	0.5%
99.957	6	0.5%
-	6	0.5%
99.814	6	0.5%
99.897	6	0.5%
Other values (581)	957	73.2%

Length

Max length	7
Median length	6
Mean length	5.206422018
Min length	1

League Table Eligible
Categorical

HIGH CORRELATION

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Yes	1288
-	14
	6

Common Values
Length

Value	Count	Frequency (%)
Yes	1288	98.5%
-	14	1.1%
	6	0.5%

Length

Max length	3
Median length	3
Mean length	2.96941896
Min length	1

Issuer Type
Categorical

HIGH CORRELATION

Distinct count	4
Unique (%)	0.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

CORP	935
FIG	364
SOV	8
-	1

Common Values
Length

Value	Count	Frequency (%)
CORP	935	71.5%
FIG	364	27.8%
SOV	8	0.6%
-	1	0.1%

Length

Max length	4
Median length	4
Mean length	3.713302752
Min length	1

Product Type
Categorical

CONSTANT
REJECTED

Distinct count	1
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Investment Grade	1308

Common Values
Length

Value	Count	Frequency (%)
Investment Grade	1308	100.0%

Length

Max length	16
Median length	16
Mean length	16
Min length	16

BofA ML Role
Categorical

Distinct count	6
Unique (%)	0.5%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Active	733
No Role	425
Passive	66
Co-Manager	60
Sole Books	19

Common Values
Length

Value	Count	Frequency (%)
Active	733	56.0%
No Role	425	32.5%
Passive	66	5.0%
Co-Manager	60	4.6%
Sole Books	19	1.5%
Jt. Lead	5	0.4%

Length

Max length	10
Median length	6
Mean length	6.624617737
Min length	6

# of Bookrunners
Categorical

Distinct count	22
Unique (%)	1.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

5	234
4	234
3	187
6	162
8	98
Other values (17)	393

Common Values
Length

Value	Count	Frequency (%)
5	234	17.9%
4	234	17.9%
3	187	14.3%
6	162	12.4%
8	98	7.5%
1	93	7.1%
7	73	5.6%
2	48	3.7%
9	37	2.8%
11	33	2.5%
Other values (12)	109	8.3%

Length

Max length	2
Median length	1
Mean length	1.107798165
Min length	1

# of Active
Categorical

Distinct count	15
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

4	375
3	353
5	208
2	103
1	97
Other values (10)	172

Common Values
Length

Value	Count	Frequency (%)
4	375	28.7%
3	353	27.0%
5	208	15.9%
2	103	7.9%
1	97	7.4%
6	70	5.4%
-	45	3.4%
7	23	1.8%
8	13	1.0%
9	9	0.7%
Other values (5)	12	0.9%

Length

Max length	2
Median length	1
Mean length	1.009174312
Min length	1

# of Passive
Categorical

Distinct count	18
Unique (%)	1.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	794
2	116
3	104
4	74
1	55
Other values (13)	165

Common Values
Length

Value	Count	Frequency (%)
-	794	60.7%
2	116	8.9%
3	104	8.0%
4	74	5.7%
1	55	4.2%
5	48	3.7%
6	36	2.8%
7	18	1.4%
8	17	1.3%
14	12	0.9%
Other values (8)	34	2.6%

Length

Max length	2
Median length	1
Mean length	1.032110092
Min length	1

Listing
Categorical

HIGH CORRELATION

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1307
LSE (London Stock Exchange)	1

Common Values
Length

Value	Count	Frequency (%)
-	1307	99.9%
LSE (London Stock Exchange)	1	0.1%

Length

Max length	27
Median length	1
Mean length	1.019877676
Min length	1

CoC
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

No	949
Yes	353
	6

Common Values
Length

Value	Count	Frequency (%)
No	949	72.6%
Yes	353	27.0%
	6	0.5%

Length

Max length	3
Median length	2
Mean length	2.26529052
Min length	1

Coupon Steps
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

No	1257
Yes	45
	6

Common Values
Length

Value	Count	Frequency (%)
No	1257	96.1%
Yes	45	3.4%
	6	0.5%

Length

Max length	3
Median length	2
Mean length	2.029816514
Min length	1

Par Call
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Yes	929
No	373
	6

Common Values
Length

Value	Count	Frequency (%)
Yes	929	71.0%
No	373	28.5%
	6	0.5%

Length

Max length	3
Median length	3
Mean length	2.705657492
Min length	1

Make Whole
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Yes	876
No	432

Frequency Table

Value	Count	Frequency (%)
Yes	876	67.0%
No	432	33.0%

Marketing
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

No	1239
Yes	69

Frequency Table

Value	Count	Frequency (%)
No	1239	94.7%
Yes	69	5.3%

Special Mandatory Redemption
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

No	1287
Yes	15
	6

Common Values
Length

Value	Count	Frequency (%)
No	1287	98.4%
Yes	15	1.1%
	6	0.5%

Length

Max length	3
Median length	2
Mean length	2.006880734
Min length	1

UOP 1
Categorical

Distinct count	16
Unique (%)	1.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

GCP	731
Refi - Bond	176
Refi - Bank	143
Refi-General	88
Refi-CP	59
Other values (11)	111

Common Values
Length

Value	Count	Frequency (%)
GCP	731	55.9%
Refi - Bond	176	13.5%
Refi - Bank	143	10.9%
Refi-General	88	6.7%
Refi-CP	59	4.5%
Green	26	2.0%
Refi - Tender	25	1.9%
Capital Expenditures	19	1.5%
-	17	1.3%
Acquisition	10	0.8%
Other values (6)	14	1.1%

Length

Max length	20
Median length	3
Mean length	6.352446483
Min length	1

UOP 2
Categorical

Distinct count	14
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	674
GCP	297
Refi-General	98
Refi-CP	75
Refi - Bank	64
Other values (9)	100

Common Values
Length

Value	Count	Frequency (%)
-	674	51.5%
GCP	297	22.7%
Refi-General	98	7.5%
Refi-CP	75	5.7%
Refi - Bank	64	4.9%
Refi - Bond	48	3.7%
Capital Expenditures	21	1.6%
Share Repurchase	11	0.8%
CAP	7	0.5%
Dividend	4	0.3%
Other values (4)	9	0.7%

Length

Max length	21
Median length	1
Mean length	4.00764526
Min length	1

Denom
Categorical

Distinct count	15
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

2000	869
1000	171
200000	146
250000	39
25	24
Other values (10)	59

Common Values
Length

Value	Count	Frequency (%)
2000	869	66.4%
1000	171	13.1%
200000	146	11.2%
250000	39	3.0%
25	24	1.8%
150000	23	1.8%
-	19	1.5%
100000	6	0.5%
200	3	0.2%
10000	2	0.2%
Other values (5)	6	0.5%

Length

Max length	7
Median length	4
Mean length	4.248470948
Min length	1

Phy. Bks
Unsupported

MISSING
REJECTED
UNSUPPORTED

Missing	1308
Missing (%)	100.0%
Memory size	10.3 KiB

Self Led
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

No	1220
Yes	88

Frequency Table

Value	Count	Frequency (%)
No	1220	93.3%
Yes	88	6.7%

Bk1
Categorical

Distinct count	42
Unique (%)	3.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

BofA	657
Citi	141
Barc	134
JPM	79
GS	55
Other values (37)	242

Common Values
Length

Value	Count	Frequency (%)
BofA	657	50.2%
Citi	141	10.8%
Barc	134	10.2%
JPM	79	6.0%
GS	55	4.2%
BNP	43	3.3%
CS	32	2.4%
MS	31	2.4%
WFS	27	2.1%
DB	17	1.3%
Other values (32)	92	7.0%

Length

Max length	56
Median length	4
Mean length	3.98470948
Min length	1

Bk2
Categorical

Distinct count	49
Unique (%)	3.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Citi	325
JPM	199
GS	126
-	94
Barc	93
Other values (44)	471

Common Values
Length

Value	Count	Frequency (%)
Citi	325	24.8%
JPM	199	15.2%
GS	126	9.6%
-	94	7.2%
Barc	93	7.1%
DB	68	5.2%
BofA	56	4.3%
MS	49	3.7%
CS	45	3.4%
BNP	39	3.0%
Other values (39)	214	16.4%

Length

Max length	56
Median length	3
Mean length	3.69648318
Min length	1

Bk3
Categorical

HIGH CARDINALITY

Distinct count	58
Unique (%)	4.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

JPM	255
-	142
GS	114
MS	102
Citi	95
Other values (53)	600

Common Values
Length

Value	Count	Frequency (%)
JPM	255	19.5%
-	142	10.9%
GS	114	8.7%
MS	102	7.8%
Citi	95	7.3%
WFS	92	7.0%
Mizuho	49	3.7%
DB	46	3.5%
HSBC	39	3.0%
RBC	39	3.0%
Other values (48)	335	25.6%

Length

Max length	56
Median length	3
Mean length	3.785168196
Min length	1

Bk4
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count	69
Unique (%)	5.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	329
JPM	140
MS	103
WFS	94
RBC	54
Other values (64)	588

Common Values
Length

Value	Count	Frequency (%)
-	329	25.2%
JPM	140	10.7%
MS	103	7.9%
WFS	94	7.2%
RBC	54	4.1%
GS	50	3.8%
Citi	42	3.2%
Mizuho	42	3.2%
BNP	39	3.0%
US Bancorp	37	2.8%
Other values (59)	378	28.9%

Length

Max length	56
Median length	3
Mean length	3.830275229
Min length	1

Bk5
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count	62
Unique (%)	4.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	563
WFS	75
MS	63
HSBC	53
Citi	42
Other values (57)	512

Common Values
Length

Value	Count	Frequency (%)
-	563	43.0%
WFS	75	5.7%
MS	63	4.8%
HSBC	53	4.1%
Citi	42	3.2%
Barc	37	2.8%
Mizuho	31	2.4%
BNP	31	2.4%
GS	27	2.1%
TD	27	2.1%
Other values (52)	359	27.4%

Length

Max length	56
Median length	2
Mean length	3.293577982
Min length	1

Bk6
Categorical

HIGH CARDINALITY

Distinct count	57
Unique (%)	4.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	797
DB	49
WFS	42
JPM	40
Mizuho	31
Other values (52)	349

Common Values
Length

Value	Count	Frequency (%)
-	797	60.9%
DB	49	3.7%
WFS	42	3.2%
JPM	40	3.1%
Mizuho	31	2.4%
MS	30	2.3%
BNP	27	2.1%
GS	24	1.8%
CS	22	1.7%
US Bancorp	21	1.6%
Other values (47)	225	17.2%

Length

Max length	44
Median length	1
Mean length	2.665902141
Min length	1

Bk7
Categorical

Distinct count	48
Unique (%)	3.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	959
GS	33
MS	28
Mizuho	22
DB	20
Other values (43)	246

Common Values
Length

Value	Count	Frequency (%)
-	959	73.3%
GS	33	2.5%
MS	28	2.1%
Mizuho	22	1.7%
DB	20	1.5%
HSBC	20	1.5%
US Bancorp	19	1.5%
WFS	18	1.4%
BNP	15	1.1%
SMBC	13	1.0%
Other values (38)	161	12.3%

Length

Max length	56
Median length	1
Mean length	2.203363914
Min length	1

Bk8
Categorical

Distinct count	38
Unique (%)	2.9%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1032
Mizuho	37
SMBC	29
US Bancorp	17
GS	15
Other values (33)	178

Common Values
Length

Value	Count	Frequency (%)
-	1032	78.9%
Mizuho	37	2.8%
SMBC	29	2.2%
US Bancorp	17	1.3%
GS	15	1.1%
MS	14	1.1%
RBC	14	1.1%
WFS	13	1.0%
HSBC	13	1.0%
MUFG	12	0.9%
Other values (28)	112	8.6%

Length

Max length	56
Median length	1
Mean length	2.135321101
Min length	1

Bk9
Categorical

Distinct count	37
Unique (%)	2.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1130
MS	14
Mizuho	14
MUFJ	13
WFS	12
Other values (32)	125

Common Values
Length

Value	Count	Frequency (%)
-	1130	86.4%
MS	14	1.1%
Mizuho	14	1.1%
MUFJ	13	1.0%
WFS	12	0.9%
RBC	10	0.8%
HSBC	10	0.8%
SMBC	9	0.7%
MUFG	7	0.5%
Citi	7	0.5%
Other values (27)	82	6.3%

Length

Max length	44
Median length	1
Mean length	1.606269113
Min length	1

Bk10
Categorical

Distinct count	32
Unique (%)	2.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1167
RBC	15
Mizuho	10
JPM	10
US Bancorp	9
Other values (27)	97

Common Values
Length

Value	Count	Frequency (%)
-	1167	89.2%
RBC	15	1.1%
Mizuho	10	0.8%
JPM	10	0.8%
US Bancorp	9	0.7%
WFS	9	0.7%
MS	8	0.6%
Santander	7	0.5%
MUFJ	7	0.5%
MUFG	6	0.5%
Other values (22)	60	4.6%

Length

Max length	32
Median length	1
Mean length	1.525993884
Min length	1

B&D Agent
Categorical

Distinct count	36
Unique (%)	2.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	258
BofA	243
JPM	181
Citi	148
GS	87
Other values (31)	391

Common Values
Length

Value	Count	Frequency (%)
-	258	19.7%
BofA	243	18.6%
JPM	181	13.8%
Citi	148	11.3%
GS	87	6.7%
WFS	77	5.9%
MS	70	5.4%
Barc	51	3.9%
RBC	30	2.3%
CS	28	2.1%
Other values (26)	135	10.3%

Length

Max length	32
Median length	3
Mean length	3.054281346
Min length	1

Distribution
Categorical

Distinct count	9
Unique (%)	0.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Public Offering	962
144a/Reg S	263
144a/Reg S w. Reg Right	27
CD	17
3(a)(2)	17
Other values (4)	22

Common Values
Length

Value	Count	Frequency (%)
Public Offering	962	73.5%
144a/Reg S	263	20.1%
144a/Reg S w. Reg Right	27	2.1%
CD	17	1.3%
3(a)(2)	17	1.3%
-	13	1.0%
144A for Life	4	0.3%
Other	4	0.3%
144A w/Reg Rights	1	0.1%

Length

Max length	23
Median length	15
Mean length	13.71253823
Min length	1

Add-On
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

	1017
-	245
Yes	46

Common Values
Length

Value	Count	Frequency (%)
	1017	77.8%
-	245	18.7%
Yes	46	3.5%

Length

Max length	3
Median length	1
Mean length	1.070336391
Min length	1

Tapped Bond
Categorical

Distinct count	21
Unique (%)	1.6%
Missing	1
Missing (%)	0.1%
Memory size	10.2 KiB

-	1286
US344419AC03	2
US89236TGT60	1
US842400GN73	1
US031162CT53	1
Other values (16)	16

Common Values
Length

Value	Count	Frequency (%)
-	1286	98.3%
US344419AC03	2	0.2%
US89236TGT60	1	0.1%
US842400GN73	1	0.1%
US031162CT53	1	0.1%
US031162CS70	1	0.1%
US21987BBA52	1	0.1%
US437076BY77	1	0.1%
US26442CAZ77	1	0.1%
US20030NDH17	1	0.1%
Other values (11)	11	0.8%

Length

Max length	12
Median length	1
Mean length	1.178134557
Min length	1

Industry
Categorical

HIGH CORRELATION

Distinct count	12
Unique (%)	0.9%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Financial Institutions	368
Energy & Power	246
Industrials	222
Consumer & Retail	159
Technology	109
Other values (7)	204

Common Values
Length

Value	Count	Frequency (%)
Financial Institutions	368	28.1%
Energy & Power	246	18.8%
Industrials	222	17.0%
Consumer & Retail	159	12.2%
Technology	109	8.3%
Media & Telecom	77	5.9%
Healthcare	66	5.0%
Real Estate	39	3.0%
Business Services	9	0.7%
Government	8	0.6%
Other values (2)	5	0.4%

Length

Max length	22
Median length	14
Mean length	15.50229358
Min length	1

Sub industry
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count	81
Unique (%)	6.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Utilities	133
Finance	118
Depository	112
Insurance	72
Food & Beverage	68
Other values (76)	805

Common Values
Length

Value	Count	Frequency (%)
Utilities	133	10.2%
Finance	118	9.0%
Depository	112	8.6%
Insurance	72	5.5%
Food & Beverage	68	5.2%
Automotive	43	3.3%
Majors/Integrateds	35	2.7%
Semiconductors	34	2.6%
Retail	32	2.4%
Broker/Dealers/Exchanges	30	2.3%
Other values (71)	631	48.2%

Length

Max length	46
Median length	10
Mean length	12.67889908
Min length	1

CUSIP
Categorical

HIGH CARDINALITY
UNIFORM

Distinct count	1280
Unique (%)	97.9%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	5
344419AC0	3
95000U2M4	2
907818FK9	2
20030NDH1	2
Other values (1275)	1294

Common Values
Length

Value	Count	Frequency (%)
-	5	0.4%
344419AC0	3	0.2%
95000U2M4	2	0.2%
907818FK9	2	0.2%
20030NDH1	2	0.2%
36166NAB9	2	0.2%
369604BY8	2	0.2%
031162CS7	2	0.2%
89236TGT6	2	0.2%
031162CR9	2	0.2%
Other values (1270)	1284	98.2%

Length

Max length	9
Median length	9
Mean length	8.967125382
Min length	1

ISIN
Categorical

HIGH CARDINALITY
UNIFORM

Distinct count	1258
Unique (%)	96.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	28
US344419AC03	3
US609207AT22	2
US907818FK90	2
US10922NAG88	2
Other values (1253)	1271

Common Values
Length

Value	Count	Frequency (%)
-	28	2.1%
US344419AC03	3	0.2%
US609207AT22	2	0.2%
US907818FK90	2	0.2%
US10922NAG88	2	0.2%
US031162CS70	2	0.2%
US278642AV58	2	0.2%
US20030NDH17	2	0.2%
US89236TGT60	2	0.2%
US031162CR97	2	0.2%
Other values (1248)	1261	96.4%

Length

Max length	12
Median length	12
Mean length	11.76376147
Min length	1

Week Start
Categorical

HIGH CORRELATION

Distinct count	24
Unique (%)	1.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

05/04/2020	103
03/30/2020	102
03/23/2020	101
01/06/2020	89
05/11/2020	80
Other values (19)	833

Common Values
Length

Value	Count	Frequency (%)
05/04/2020	103	7.9%
03/30/2020	102	7.8%
03/23/2020	101	7.7%
01/06/2020	89	6.8%
05/11/2020	80	6.1%
04/27/2020	79	6.0%
06/01/2020	63	4.8%
03/16/2020	56	4.3%
06/15/2020	56	4.3%
05/18/2020	55	4.2%
Other values (14)	524	40.1%

Length

Max length	10
Median length	10
Mean length	10
Min length	10

Quarter
Categorical

HIGH CORRELATION

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

2	736
1	572

Common Values
Length

Value	Count	Frequency (%)
2	736	56.3%
1	572	43.7%

Length

Max length	1
Median length	1
Mean length	1
Min length	1

Deal
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

1	786
0	522

Frequency Table

Value	Count	Frequency (%)
1	786	60.1%
0	522	39.9%

Country
Categorical

HIGH CORRELATION

Distinct count	39
Unique (%)	3.0%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

United States of America	1044
Canada	38
United Kingdom	28
Japan	15
Netherlands	15
Other values (34)	168

Common Values
Length

Value	Count	Frequency (%)
United States of America	1044	79.8%
Canada	38	2.9%
United Kingdom	28	2.1%
Japan	15	1.1%
Netherlands	15	1.1%
France	15	1.1%
Australia	14	1.1%
Chile	12	0.9%
Indonesia	10	0.8%
Norway	10	0.8%
Other values (29)	107	8.2%

Length

Max length	24
Median length	24
Mean length	20.80963303
Min length	4

Sub-Region
Categorical

HIGH CORRELATION

Distinct count	10
Unique (%)	0.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

US	1044
W. Europe	98
Asia- ex Japan (EM)	39
Canada	38
Lat AM (EM)	33
Other values (5)	56

Common Values
Length

Value	Count	Frequency (%)
US	1044	79.8%
W. Europe	98	7.5%
Asia- ex Japan (EM)	39	3.0%
Canada	38	2.9%
Lat AM (EM)	33	2.5%
Australia - NZ	17	1.3%
Japan	15	1.1%
Other	13	1.0%
Middle-East(EM)	9	0.7%
E. Europe and Russia(EM)	2	0.2%

Length

Max length	24
Median length	2
Mean length	3.717889908
Min length	2

Region
Categorical

HIGH CORRELATION

Distinct count	7
Unique (%)	0.5%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

US	1044
Europe	98
Asia	56
Canada	38
Latin America	33
Other values (2)	39

Common Values
Length

Value	Count	Frequency (%)
US	1044	79.8%
Europe	98	7.5%
Asia	56	4.3%
Canada	38	2.9%
Latin America	33	2.5%
Other	26	2.0%
Caribbean	13	1.0%

Length

Max length	13
Median length	2
Mean length	2.908256881
Min length	2

No-Grow
Categorical

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

	1265
Yes	43

Common Values
Length

Value	Count	Frequency (%)
	1265	96.7%
Yes	43	3.3%

Length

Max length	3
Median length	1
Mean length	1.065749235
Min length	1

Tranche Size (Local)
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count	83
Unique (%)	6.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

500	229
1000	179
750	160
1250	94
1500	74
Other values (78)	572

Common Values
Length

Value	Count	Frequency (%)
500	229	17.5%
1000	179	13.7%
750	160	12.2%
1250	94	7.2%
1500	74	5.7%
600	62	4.7%
400	52	4.0%
300	44	3.4%
2000	39	3.0%
650	27	2.1%
Other values (73)	348	26.6%

Length

Max length	7
Median length	3
Mean length	3.413608563
Min length	1

Tranche Currency
Categorical

CONSTANT
REJECTED

Distinct count	1
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

USD	1308

Common Values
Length

Value	Count	Frequency (%)
USD	1308	100.0%

Length

Max length	3
Median length	3
Mean length	3
Min length	3

FX Rate per USD
Boolean

CONSTANT
REJECTED

Distinct count	1
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

1	1308

Frequency Table

Value	Count	Frequency (%)
1	1308	100.0%

Call Structure
Categorical

HIGH CORRELATION

Distinct count	15
Unique (%)	1.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

NCL	1110
Callable	70
NC5	56
NC10	22
-	19
Other values (10)	31

Common Values
Length

Value	Count	Frequency (%)
NCL	1110	84.9%
Callable	70	5.4%
NC5	56	4.3%
NC10	22	1.7%
-	19	1.5%
NC2	8	0.6%
NC3	7	0.5%
NC30	5	0.4%
NC20	4	0.3%
NC7	2	0.2%
Other values (5)	5	0.4%

Length

Max length	8
Median length	3
Mean length	3.266055046
Min length	1

Special Call Features
Categorical

Distinct count	10
Unique (%)	0.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1299
NC5	1
11nc10	1
Any time within 90 days of a Tax Event at 100% Any time within 90 days of a Rating Event at 102%	1
11NC10 Fixed-to-Floating at T+95	1
Other values (5)	5

Common Values
Length

Value	Count	Frequency (%)
-	1299	99.3%
NC5	1	0.1%
11nc10	1	0.1%
Any time within 90 days of a Tax Event at 100% Any time within 90 days of a Rating Event at 102%	1	0.1%
11NC10 Fixed-to-Floating at T+95	1	0.1%
Perp NC5	1	0.1%
11NC6	1	0.1%
6NC5 Fixed-to-Floating at T+65	1	0.1%
3NC2	1	0.1%
30NC29	1	0.1%

Length

Max length	96
Median length	1
Mean length	1.138379205
Min length	1

Par Call Period
Categorical

Distinct count	9
Unique (%)	0.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	391
3	388
6	254
1	202
2	61
Other values (4)	12

Common Values
Length

Value	Count	Frequency (%)
-	391	29.9%
3	388	29.7%
6	254	19.4%
1	202	15.4%
2	61	4.7%
12	9	0.7%
14	1	0.1%
13	1	0.1%
4	1	0.1%

Length

Max length	2
Median length	1
Mean length	1.008409786
Min length	1

Up/Downsized
Categorical

Distinct count	23
Unique (%)	1.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1226
100	27
200	10
50	10
250	7
Other values (18)	28

Common Values
Length

Value	Count	Frequency (%)
-	1226	93.7%
100	27	2.1%
200	10	0.8%
50	10	0.8%
250	7	0.5%
150	6	0.5%
75	4	0.3%
350	3	0.2%
291.52	1	0.1%
125	1	0.1%
Other values (13)	13	1.0%

Length

Max length	6
Median length	1
Mean length	1.113149847
Min length	1

First Time Bond Issuer
Categorical

Distinct count	3
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1284
	17
Yes	7

Common Values
Length

Value	Count	Frequency (%)
-	1284	98.2%
	17	1.3%
Yes	7	0.5%

Length

Max length	3
Median length	1
Mean length	1.010703364
Min length	1

Price Execution
Categorical

CONSTANT
REJECTED

Distinct count	1
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1308

Common Values
Length

Value	Count	Frequency (%)
-	1308	100.0%

Length

Max length	1
Median length	1
Mean length	1
Min length	1

Tranche Comments
Categorical

Distinct count	4
Unique (%)	0.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1305
Covid-19 Response Social Bond	1
. UOP: purchase one or more funding agreements	1
Gross Spread calculated from FWP : ((5000.99517)-494.335)/500100=0.65%	1

Common Values
Length

Value	Count	Frequency (%)
-	1305	99.8%
Covid-19 Response Social Bond	1	0.1%
. UOP: purchase one or more funding agreements	1	0.1%
Gross Spread calculated from FWP : ((5000.99517)-494.335)/500100=0.65%	1	0.1%

Length

Max length	72
Median length	1
Mean length	1.110091743
Min length	1

Coupon Rate Comments
Categorical

CONSTANT
REJECTED

Distinct count	1
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1308

Common Values
Length

Value	Count	Frequency (%)
-	1308	100.0%

Length

Max length	1
Median length	1
Mean length	1
Min length	1

General Comments (deal level)
Categorical

CONSTANT
REJECTED

Distinct count	1
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1308

Common Values
Length

Value	Count	Frequency (%)
-	1308	100.0%

Length

Max length	1
Median length	1
Mean length	1
Min length	1

Bond Ticker.1
Categorical

HIGH CARDINALITY

Distinct count	537
Unique (%)	41.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

UTX	14
JPM	11
DIS	11
XOM	10
GE	10
Other values (532)	1252

Common Values
Length

Value	Count	Frequency (%)
UTX	14	1.1%
JPM	11	0.8%
DIS	11	0.8%
XOM	10	0.8%
GE	10	0.8%
WFC	10	0.8%
KO	10	0.8%
TFC	9	0.7%
INTC	9	0.7%
AMGN	9	0.7%
Other values (527)	1205	92.1%

Length

Max length	9
Median length	3
Mean length	3.555810398
Min length	1

Desk
Categorical

Distinct count	6
Unique (%)	0.5%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

AMRS	1202
EMEA	40
ASIA	25
AMRS,EMEA	24
AMRS,ASIA	9

Common Values
Length

Value	Count	Frequency (%)
AMRS	1202	91.9%
EMEA	40	3.1%
ASIA	25	1.9%
AMRS,EMEA	24	1.8%
AMRS,ASIA	9	0.7%
-	8	0.6%

Length

Max length	9
Median length	4
Mean length	4.107798165
Min length	1

Gross Spread
Categorical

HIGH CARDINALITY
MISSING

Distinct count	64
Unique (%)	6.7%
Missing	352
Missing (%)	26.9%
Memory size	10.2 KiB

0.65	173
0.875	152
0.45	107
0.35	76
0.6	75
Other values (59)	373

Common Values
Length

Value	Count	Frequency (%)
0.65	173	13.2%
0.875	152	11.6%
0.45	107	8.2%
0.35	76	5.8%
0.6	75	5.7%
0.4	58	4.4%
0.75	36	2.8%
0.25	35	2.7%
1	27	2.1%
0.2	23	1.8%
Other values (54)	194	14.8%
(Missing)	352	26.9%

Length

Max length	5
Median length	4
Mean length	3.642966361
Min length	1

Total Fees
Categorical

HIGH CARDINALITY

Distinct count	211
Unique (%)	16.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	371
3.25	45
4.375	41
3	37
4.5	31
Other values (206)	783

Common Values
Length

Value	Count	Frequency (%)
-	371	28.4%
3.25	45	3.4%
4.375	41	3.1%
3	37	2.8%
4.5	31	2.4%
3.9	28	2.1%
5.625	25	1.9%
4.875	24	1.8%
6.563	22	1.7%
3.5	21	1.6%
Other values (201)	663	50.7%

Length

Max length	6
Median length	3
Mean length	2.990061162
Min length	1

Unequal Economics
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

No	1235
Yes	73

Frequency Table

Value	Count	Frequency (%)
No	1235	94.4%
Yes	73	5.6%

Jt Ld 1
Categorical

Distinct count	9
Unique (%)	0.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1287
BofA	4
Barc	3
Banca IMI	3
MUFJ	3
Other values (4)	8

Common Values
Length

Value	Count	Frequency (%)
-	1287	98.4%
BofA	4	0.3%
Barc	3	0.2%
Banca IMI	3	0.2%
MUFJ	3	0.2%
GS	3	0.2%
BOC International Holdings Limited.	2	0.2%
SMBC	2	0.2%
Mizuho	1	0.1%

Length

Max length	35
Median length	1
Mean length	1.103975535
Min length	1

Jt Ld 2
Categorical

HIGH CORRELATION

Distinct count	11
Unique (%)	0.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1290
BBVA	5
MS	2
Bank of Communications Co., Ltd. Hong Kong Branch	2
UBS	2
Other values (6)	7

Common Values
Length

Value	Count	Frequency (%)
-	1290	98.6%
BBVA	5	0.4%
MS	2	0.2%
Bank of Communications Co., Ltd. Hong Kong Branch	2	0.2%
UBS	2	0.2%
SMBC	2	0.2%
TD	1	0.1%
Regions	1	0.1%
BNY Mellon Capital Markets, LLC	1	0.1%
JPM	1	0.1%

Length

Max length	49
Median length	1
Mean length	1.125382263
Min length	1

Jt Ld 3
Categorical

HIGH CORRELATION

Distinct count	10
Unique (%)	0.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1292
BNP	5
HSBC	2
TD	2
ICBC	2
Other values (5)	5

Common Values
Length

Value	Count	Frequency (%)
-	1292	98.8%
BNP	5	0.4%
HSBC	2	0.2%
TD	2	0.2%
ICBC	2	0.2%
BMO	1	0.1%
BofA	1	0.1%
Citi	1	0.1%
MUFG	1	0.1%
SMBC	1	0.1%

Length

Max length	4
Median length	1
Mean length	1.029051988
Min length	1

Jt Ld 4
Categorical

HIGH CORRELATION

Distinct count	7
Unique (%)	0.5%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1298
Commerz	3
BofA	2
US Bancorp	2
DB	1
Other values (2)	2

Common Values
Length

Value	Count	Frequency (%)
-	1298	99.2%
Commerz	3	0.2%
BofA	2	0.2%
US Bancorp	2	0.2%
DB	1	0.1%
STRH	1	0.1%
GS	1	0.1%

Length

Max length	10
Median length	1
Mean length	1.035932722
Min length	1

Jt Ld 5
Categorical

HIGH CORRELATION

Distinct count	6
Unique (%)	0.5%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	1300
Credit Agricole Corporate and Investment Bank (New York)	3
Lloyds	2
HSBC	1
US Bancorp	1

Common Values
Length

Value	Count	Frequency (%)
-	1300	99.4%
Credit Agricole Corporate and Investment Bank (New York)	3	0.2%
Lloyds	2	0.2%
HSBC	1	0.1%
US Bancorp	1	0.1%
TD Securities	1	0.1%

Length

Max length	56
Median length	1
Mean length	1.152140673
Min length	1

Co1
Categorical

HIGH CARDINALITY

Distinct count	87
Unique (%)	6.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	451
BNP	91
Barc	75
Academy	50
HSBC	35
Other values (82)	606

Common Values
Length

Value	Count	Frequency (%)
-	451	34.5%
BNP	91	7.0%
Barc	75	5.7%
Academy	50	3.8%
HSBC	35	2.7%
BBVA	32	2.4%
Citi	31	2.4%
Banca IMI	30	2.3%
BMO	30	2.3%
BofA	29	2.2%
Other values (77)	454	34.7%

Length

Max length	56
Median length	3
Mean length	4.321865443
Min length	1

Co 2
Categorical

HIGH CARDINALITY

Distinct count	93
Unique (%)	7.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	491
DB	42
CS	39
Citi	39
BNP	30
Other values (88)	667

Common Values
Length

Value	Count	Frequency (%)
-	491	37.5%
DB	42	3.2%
CS	39	3.0%
Citi	39	3.0%
BNP	30	2.3%
GS	29	2.2%
Commerz	29	2.2%
PNC	27	2.1%
US Bancorp	27	2.1%
Mizuho	27	2.1%
Other values (83)	528	40.4%

Length

Max length	56
Median length	3
Mean length	4.661314985
Min length	1

Co 3
Categorical

HIGH CARDINALITY

Distinct count	90
Unique (%)	6.9%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	559
HSBC	48
US Bancorp	32
Siebert	28
GS	25
Other values (85)	616

Common Values
Length

Value	Count	Frequency (%)
-	559	42.7%
HSBC	48	3.7%
US Bancorp	32	2.4%
Siebert	28	2.1%
GS	25	1.9%
Scotia	25	1.9%
BNP	22	1.7%
Academy	22	1.7%
DB	22	1.7%
MUFJ	20	1.5%
Other values (80)	505	38.6%

Length

Max length	56
Median length	3
Mean length	4.312691131
Min length	1

Co 4
Categorical

HIGH CARDINALITY

Distinct count	95
Unique (%)	7.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	638
PNC	31
US Bancorp	29
Loop	26
HSBC	26
Other values (90)	558

Common Values
Length

Value	Count	Frequency (%)
-	638	48.8%
PNC	31	2.4%
US Bancorp	29	2.2%
Loop	26	2.0%
HSBC	26	2.0%
Mizuho	25	1.9%
SG	25	1.9%
CS	22	1.7%
WFS	21	1.6%
TD Securities	21	1.6%
Other values (85)	444	33.9%

Length

Max length	56
Median length	2
Mean length	4.247706422
Min length	1

Co 5
Categorical

HIGH CARDINALITY

Distinct count	84
Unique (%)	6.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

-	707
Santander	33
US Bancorp	30
Mizuho	27
PNC	25
Other values (79)	486

Common Values
Length

Value	Count	Frequency (%)
-	707	54.1%
Santander	33	2.5%
US Bancorp	30	2.3%
Mizuho	27	2.1%
PNC	25	1.9%
Loop	21	1.6%
WFS	21	1.6%
BBVA	19	1.5%
Std Chrtrd	17	1.3%
MUFG	17	1.3%
Other values (74)	391	29.9%

Length

Max length	56
Median length	1
Mean length	3.735474006
Min length	1

IsYield
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

N	1245
Y	63

Frequency Table

Value	Count	Frequency (%)
N	1245	95.2%
Y	63	4.8%

IsDM
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

N	1260
Y	48

Frequency Table

Value	Count	Frequency (%)
N	1260	96.3%
Y	48	3.7%

IsSpread
Boolean

Distinct count	2
Unique (%)	0.2%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

Y	1166
N	142

Frequency Table

Value	Count	Frequency (%)
Y	1166	89.1%
N	142	10.9%

IssueBenchmark
Categorical

HIGH CORRELATION

Distinct count	50
Unique (%)	3.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

912828Z9 Govt	273
912810SK Govt	191
#N/A Field Not Applicable	126
912828ZQ Govt	94
912828YS Govt	72
Other values (45)	552

Common Values
Length

Value	Count	Frequency (%)
912828Z9 Govt	273	20.9%
912810SK Govt	191	14.6%
#N/A Field Not Applicable	126	9.6%
912828ZQ Govt	94	7.2%
912828YS Govt	72	5.5%
912828ZF Govt	65	5.0%
912810SL Govt	44	3.4%
912828ZL Govt	43	3.3%
912828ZT Govt	42	3.2%
912828ZC Govt	40	3.1%
Other values (40)	318	24.3%

Length

Max length	25
Median length	13
Mean length	14.21712538
Min length	13

Price0
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1045
Unique (%)	87.2%
Missing	110
Missing (%)	8.4%
Memory size	10.2 KiB

100	11
#N/A Invalid Security	10
#VALUE!	5
101.288	4
100.319	3
Other values (1040)	1165

Common Values
Length

Value	Count	Frequency (%)
100	11	0.8%
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
101.288	4	0.3%
100.319	3	0.2%
100.08	3	0.2%
100.106	3	0.2%
100.224	3	0.2%
99.945	3	0.2%
100.609	3	0.2%
Other values (1035)	1150	87.9%
(Missing)	110	8.4%

Length

Max length	21
Median length	7
Mean length	6.294342508
Min length	2

Yield0
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1019
Unique (%)	85.2%
Missing	112
Missing (%)	8.6%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
2.105	3
2.706	3
2.258	3
Other values (1014)	1172

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
2.105	3	0.2%
2.706	3	0.2%
2.258	3	0.2%
3.254	3	0.2%
2.723	3	0.2%
2.979	3	0.2%
3.133	3	0.2%
2.005	3	0.2%
Other values (1009)	1157	88.5%
(Missing)	112	8.6%

Length

Max length	21
Median length	5
Mean length	4.856269113
Min length	1

Spread0
Categorical

HIGH CARDINALITY
MISSING

Distinct count	1159
Unique (%)	90.8%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	104
#VALUE!	13
131.1723	2
235.0535	2
453.002	1
Other values (1154)	1154

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	104	8.0%
#VALUE!	13	1.0%
131.1723	2	0.2%
235.0535	2	0.2%
453.002	1	0.1%
154.402	1	0.1%
81.9754	1	0.1%
153.8696	1	0.1%
109.1797	1	0.1%
189.0913	1	0.1%
Other values (1149)	1149	87.8%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	8.597094801
Min length	2

Performance0
Categorical

HIGH CARDINALITY

Distinct count	1148
Unique (%)	87.8%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	153
0	3
-3.9845	2
-53.2023	2
-11.3	2
Other values (1143)	1146

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	153	11.7%
0	3	0.2%
-3.9845	2	0.2%
-53.2023	2	0.2%
-11.3	2	0.2%
-12.4739	2	0.2%
-14.9298	2	0.2%
-0.1	2	0.2%
-13.3396	1	0.1%
3.5537	1	0.1%
Other values (1138)	1138	87.0%

Length

Max length	12
Median length	7
Mean length	7.145259939
Min length	1

Price1
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1088
Unique (%)	87.7%
Missing	67
Missing (%)	5.1%
Memory size	10.2 KiB

#N/A Invalid Security	10
100	6
#VALUE!	5
101.25	4
100.301	3
Other values (1083)	1213

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
100	6	0.5%
#VALUE!	5	0.4%
101.25	4	0.3%
100.301	3	0.2%
99.955	3	0.2%
100.13	3	0.2%
100.479	3	0.2%
100.225	3	0.2%
101.732	3	0.2%
Other values (1078)	1198	91.6%
(Missing)	67	5.1%

Length

Max length	21
Median length	7
Mean length	6.444189602
Min length	2

Yield1
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1042
Unique (%)	84.1%
Missing	69
Missing (%)	5.3%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
2.01	4
3.174	4
3.257	4
Other values (1037)	1212

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
2.01	4	0.3%
3.174	4	0.3%
3.257	4	0.3%
3.317	4	0.3%
2.706	3	0.2%
3.2	3	0.2%
1.947	3	0.2%
1.973	3	0.2%
Other values (1032)	1196	91.4%
(Missing)	69	5.3%

Length

Max length	21
Median length	5
Mean length	4.912844037
Min length	1

Spread1
Categorical

HIGH CARDINALITY
MISSING

Distinct count	1199
Unique (%)	94.0%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	61
#VALUE!	13
573.8	2
225.4088	2
220.1878	2
Other values (1194)	1196

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	61	4.7%
#VALUE!	13	1.0%
573.8	2	0.2%
225.4088	2	0.2%
220.1878	2	0.2%
188.8648	2	0.2%
225.7895	2	0.2%
7.224998758	1	0.1%
44.61199488	1	0.1%
265.123	1	0.1%
Other values (1189)	1189	90.9%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	8.191896024
Min length	2

Performance1
Categorical

HIGH CARDINALITY

Distinct count	1196
Unique (%)	91.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	110
-59.2105	2
11.3	2
0	2
0.0316	1
Other values (1191)	1191

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	110	8.4%
-59.2105	2	0.2%
11.3	2	0.2%
0	2	0.2%
0.0316	1	0.1%
-45.5465	1	0.1%
53.4	1	0.1%
-14.7963	1	0.1%
-5.9141	1	0.1%
-5.7066	1	0.1%
Other values (1186)	1186	90.7%

Length

Max length	12
Median length	7
Mean length	7.241590214
Min length	1

Price2
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1124
Unique (%)	89.4%
Missing	51
Missing (%)	3.9%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
100.25	4
99.955	4
100.873	4
Other values (1119)	1230

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
100.25	4	0.3%
99.955	4	0.3%
100.873	4	0.3%
100	4	0.3%
103	3	0.2%
99.932	3	0.2%
99.952	3	0.2%
100.225	3	0.2%
Other values (1114)	1214	92.8%
(Missing)	51	3.9%

Length

Max length	21
Median length	7
Mean length	6.483944954
Min length	2

Yield2
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1060
Unique (%)	84.5%
Missing	53
Missing (%)	4.1%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
2.875	4
3.236	4
2.01	3
Other values (1055)	1229

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
2.875	4	0.3%
3.236	4	0.3%
2.01	3	0.2%
3.481	3	0.2%
3.747	3	0.2%
3.341	3	0.2%
3.052	3	0.2%
2.706	3	0.2%
Other values (1050)	1214	92.8%
(Missing)	53	4.1%

Length

Max length	21
Median length	5
Mean length	4.920489297
Min length	3

Spread2
Categorical

HIGH CARDINALITY
MISSING

Distinct count	1217
Unique (%)	95.4%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	45
#VALUE!	13
230.0381	2
46	2
161.5878	2
Other values (1212)	1212

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	45	3.4%
#VALUE!	13	1.0%
230.0381	2	0.2%
46	2	0.2%
161.5878	2	0.2%
138.9193	1	0.1%
107.9795	1	0.1%
143.6929	1	0.1%
419.9988	1	0.1%
574.1278	1	0.1%
Other values (1207)	1207	92.3%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	8.010703364
Min length	2

Performance2
Categorical

HIGH CARDINALITY

Distinct count	1212
Unique (%)	92.7%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	94
-47.3	2
-28.4122	2
-12.7	2
-127.6087	1
Other values (1207)	1207

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	94	7.2%
-47.3	2	0.2%
-28.4122	2	0.2%
-12.7	2	0.2%
-127.6087	1	0.1%
-27.3815	1	0.1%
-0.0253	1	0.1%
-27.1845	1	0.1%
1.1529	1	0.1%
-26.0425	1	0.1%
Other values (1202)	1202	91.9%

Length

Max length	12
Median length	7
Mean length	7.251529052
Min length	1

Price3
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1137
Unique (%)	89.3%
Missing	35
Missing (%)	2.7%
Memory size	10.2 KiB

#N/A Invalid Security	10
100	5
#VALUE!	5
99.952	4
102.125	4
Other values (1132)	1245

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
100	5	0.4%
#VALUE!	5	0.4%
99.952	4	0.3%
102.125	4	0.3%
100.337	3	0.2%
100.15	3	0.2%
101.868	3	0.2%
100.212	3	0.2%
100.008	3	0.2%
Other values (1127)	1230	94.0%
(Missing)	35	2.7%

Length

Max length	21
Median length	7
Mean length	6.548165138
Min length	2

Yield3
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1045
Unique (%)	82.2%
Missing	37
Missing (%)	2.8%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
3.723	5
3.143	4
2.755	4
Other values (1040)	1243

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
3.723	5	0.4%
3.143	4	0.3%
2.755	4	0.3%
3.086	3	0.2%
2.996	3	0.2%
1.965	3	0.2%
2.526	3	0.2%
4.82	3	0.2%
Other values (1035)	1228	93.9%
(Missing)	37	2.8%

Length

Max length	21
Median length	5
Mean length	4.962538226
Min length	1

Spread3
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1234
Unique (%)	96.7%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	33
#VALUE!	9
482	2
239.4788	2
118.2765	1
Other values (1229)	1229

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	33	2.5%
#VALUE!	9	0.7%
482	2	0.2%
239.4788	2	0.2%
118.2765	1	0.1%
515.7	1	0.1%
148.5819	1	0.1%
99.8392	1	0.1%
88.7459	1	0.1%
225.3269	1	0.1%
Other values (1224)	1224	93.6%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.879204893
Min length	3

Performance3
Categorical

HIGH CARDINALITY

Distinct count	1224
Unique (%)	93.6%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	78
0	2
-4.6739	2
-6.6696	2
28.6847	2
Other values (1219)	1222

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	78	6.0%
0	2	0.2%
-4.6739	2	0.2%
-6.6696	2	0.2%
28.6847	2	0.2%
-57.0619	2	0.2%
2.9745	2	0.2%
-23.6318	2	0.2%
-1.1898	1	0.1%
-17	1	0.1%
Other values (1214)	1214	92.8%

Length

Max length	12
Median length	7
Mean length	7.319571865
Min length	1

Price4
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1159
Unique (%)	90.8%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Security	10
100	5
#VALUE!	5
104.25	3
100.141	3
Other values (1154)	1250

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
100	5	0.4%
#VALUE!	5	0.4%
104.25	3	0.2%
100.141	3	0.2%
99.899	3	0.2%
100.053	3	0.2%
101.133	3	0.2%
100.02	3	0.2%
100.362	2	0.2%
Other values (1149)	1236	94.5%
(Missing)	32	2.4%

Length

Max length	21
Median length	7
Mean length	6.562691131
Min length	2

Yield4
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1073
Unique (%)	84.2%
Missing	34
Missing (%)	2.6%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
3.264	5
2.97	4
1.804	4
Other values (1068)	1246

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
3.264	5	0.4%
2.97	4	0.3%
1.804	4	0.3%
2.524	4	0.3%
3.193	4	0.3%
2.267	3	0.2%
2.098	3	0.2%
3.294	3	0.2%
Other values (1063)	1229	94.0%
(Missing)	34	2.6%

Length

Max length	21
Median length	5
Mean length	4.982415902
Min length	1

Spread4
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1238
Unique (%)	97.0%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	30
#VALUE!	9
244.9575	2
249.6229	1
162.1311	1
Other values (1233)	1233

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	30	2.3%
#VALUE!	9	0.7%
244.9575	2	0.2%
249.6229	1	0.1%
162.1311	1	0.1%
226.6604	1	0.1%
135.4723	1	0.1%
37.5542	1	0.1%
256.5768	1	0.1%
82.5869	1	0.1%
Other values (1228)	1228	93.9%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.857033639
Min length	2

Performance4
Categorical

HIGH CARDINALITY

Distinct count	1231
Unique (%)	94.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	75
-6.7859	2
22.3985	2
-36.2792	2
-16.6461	1
Other values (1226)	1226

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	75	5.7%
-6.7859	2	0.2%
22.3985	2	0.2%
-36.2792	2	0.2%
-16.6461	1	0.1%
-29.794	1	0.1%
-2.713	1	0.1%
-219.4963	1	0.1%
-32.1048	1	0.1%
0.7	1	0.1%
Other values (1221)	1221	93.3%

Length

Max length	12
Median length	7
Mean length	7.349388379
Min length	1

Price5
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1163
Unique (%)	91.0%
Missing	30
Missing (%)	2.3%
Memory size	10.2 KiB

#N/A Invalid Security	10
100	5
#VALUE!	5
101.627	3
100.059	3
Other values (1158)	1252

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
100	5	0.4%
#VALUE!	5	0.4%
101.627	3	0.2%
100.059	3	0.2%
100.074	3	0.2%
100.255	3	0.2%
99.875	3	0.2%
100.385	3	0.2%
100.162	3	0.2%
Other values (1153)	1237	94.6%
(Missing)	30	2.3%

Length

Max length	21
Median length	7
Mean length	6.583333333
Min length	2

Yield5
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1058
Unique (%)	82.9%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
3.294	4
2.546	3
3.293	3
Other values (1053)	1251

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
3.294	4	0.3%
2.546	3	0.2%
3.293	3	0.2%
3.082	3	0.2%
2.686	3	0.2%
1.947	3	0.2%
2.039	3	0.2%
2	3	0.2%
Other values (1048)	1236	94.5%
(Missing)	32	2.4%

Length

Max length	21
Median length	5
Mean length	4.957186544
Min length	1

Spread5
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1237
Unique (%)	96.9%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	28
#VALUE!	9
412.8	2
231.2952	2
173.6381	2
Other values (1232)	1233

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	28	2.1%
#VALUE!	9	0.7%
412.8	2	0.2%
231.2952	2	0.2%
173.6381	2	0.2%
151.4586	2	0.2%
32.7082	1	0.1%
351.2486	1	0.1%
277.7261	1	0.1%
281.4724	1	0.1%
Other values (1227)	1227	93.8%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.813455657
Min length	2

Performance5
Categorical

HIGH CARDINALITY

Distinct count	1234
Unique (%)	94.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	73
5.472	2
-38.9	2
1.2075	1
-100.0119	1
Other values (1229)	1229

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	73	5.6%
5.472	2	0.2%
-38.9	2	0.2%
1.2075	1	0.1%
-100.0119	1	0.1%
-14.2511	1	0.1%
2.372	1	0.1%
-34.9092	1	0.1%
-0.4087	1	0.1%
-22.8565	1	0.1%
Other values (1224)	1224	93.6%

Length

Max length	12
Median length	7
Mean length	7.371559633
Min length	1

Price6
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1186
Unique (%)	92.7%
Missing	29
Missing (%)	2.2%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
100.074	4
101.126	3
100	3
Other values (1181)	1254

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
100.074	4	0.3%
101.126	3	0.2%
100	3	0.2%
99.972	3	0.2%
101.133	3	0.2%
100.27	3	0.2%
100.125	3	0.2%
100.117	3	0.2%
Other values (1176)	1239	94.7%
(Missing)	29	2.2%

Length

Max length	21
Median length	7
Mean length	6.603975535
Min length	2

Yield6
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1077
Unique (%)	84.3%
Missing	31
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Security	10
2.924	5
#VALUE!	5
2.941	5
2.574	4
Other values (1072)	1248

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
2.924	5	0.4%
#VALUE!	5	0.4%
2.941	5	0.4%
2.574	4	0.3%
2.33	4	0.3%
2.046	4	0.3%
3.31	4	0.3%
2.615	3	0.2%
2.085	3	0.2%
Other values (1067)	1230	94.0%
(Missing)	31	2.4%

Length

Max length	21
Median length	5
Mean length	4.967889908
Min length	1

Spread6
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1238
Unique (%)	97.0%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	27
#VALUE!	9
43	2
279.388	2
219.8088	2
Other values (1233)	1234

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	27	2.1%
#VALUE!	9	0.7%
43	2	0.2%
279.388	2	0.2%
219.8088	2	0.2%
205.6535	2	0.2%
351.7925	1	0.1%
234.7723	1	0.1%
88.0708	1	0.1%
100.2401	1	0.1%
Other values (1228)	1228	93.9%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.80351682
Min length	2

Performance6
Categorical

HIGH CARDINALITY

Distinct count	1231
Unique (%)	94.1%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	72
-5	2
-5.569	2
-10.5801	2
-22.179	2
Other values (1226)	1228

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	72	5.5%
-5	2	0.2%
-5.569	2	0.2%
-10.5801	2	0.2%
-22.179	2	0.2%
-6.7902	2	0.2%
-2.6	2	0.2%
-4.2977	1	0.1%
-44.8148	1	0.1%
-105.9399	1	0.1%
Other values (1221)	1221	93.3%

Length

Max length	12
Median length	8
Mean length	7.409021407
Min length	1

Price7
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1185
Unique (%)	92.6%
Missing	28
Missing (%)	2.1%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
99.972	4
100.303	3
100.383	3
Other values (1180)	1255

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
99.972	4	0.3%
100.303	3	0.2%
100.383	3	0.2%
100.196	3	0.2%
101.831	3	0.2%
100	3	0.2%
100.509	2	0.2%
101.133	2	0.2%
Other values (1175)	1242	95.0%
(Missing)	28	2.1%

Length

Max length	21
Median length	7
Mean length	6.627675841
Min length	2

Yield7
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1079
Unique (%)	84.4%
Missing	30
Missing (%)	2.3%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
1.835	4
2.937	4
3.003	4
Other values (1074)	1251

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
1.835	4	0.3%
2.937	4	0.3%
3.003	4	0.3%
1.872	4	0.3%
3.343	4	0.3%
2.498	4	0.3%
1.985	4	0.3%
1.701	3	0.2%
Other values (1069)	1232	94.2%
(Missing)	30	2.3%

Length

Max length	21
Median length	5
Mean length	4.976299694
Min length	1

Spread7
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1241
Unique (%)	97.3%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	26
#VALUE!	9
216.5905	2
279.3952	2
193.3787	1
Other values (1236)	1236

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	26	2.0%
#VALUE!	9	0.7%
216.5905	2	0.2%
279.3952	2	0.2%
193.3787	1	0.1%
308.5682	1	0.1%
260.5902	1	0.1%
330.6952	1	0.1%
114.6755	1	0.1%
24.73699846	1	0.1%
Other values (1231)	1231	94.1%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.79587156
Min length	2

Performance7
Categorical

HIGH CARDINALITY

Distinct count	1235
Unique (%)	94.4%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	71
15.2729	2
-53.9164	2
-55.9	2
88.6348	1
Other values (1230)	1230

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	71	5.4%
15.2729	2	0.2%
-53.9164	2	0.2%
-55.9	2	0.2%
88.6348	1	0.1%
11.8956	1	0.1%
-43.3924	1	0.1%
-1.7036	1	0.1%
-76.1089	1	0.1%
8.2964	1	0.1%
Other values (1225)	1225	93.7%

Length

Max length	12
Median length	8
Mean length	7.448012232
Min length	1

Price8
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1177
Unique (%)	91.8%
Missing	26
Missing (%)	2.0%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
99.936	3
99.972	3
100.832	3
Other values (1172)	1258

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
99.936	3	0.2%
99.972	3	0.2%
100.832	3	0.2%
100.074	3	0.2%
100.35	3	0.2%
104	3	0.2%
100.241	3	0.2%
100.298	2	0.2%
Other values (1167)	1244	95.1%
(Missing)	26	2.0%

Length

Max length	21
Median length	7
Mean length	6.640672783
Min length	2

Yield8
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1074
Unique (%)	83.9%
Missing	28
Missing (%)	2.1%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
2.888	5
2.574	4
1.8	4
Other values (1069)	1252

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
2.888	5	0.4%
2.574	4	0.3%
1.8	4	0.3%
2.95	3	0.2%
2.966	3	0.2%
2.145	3	0.2%
3.367	3	0.2%
3.674	3	0.2%
Other values (1064)	1237	94.6%
(Missing)	28	2.1%

Length

Max length	21
Median length	5
Mean length	4.95795107
Min length	1

Spread8
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1241
Unique (%)	97.3%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	24
#VALUE!	9
526.9	2
166.8851	2
171.9776	2
Other values (1236)	1237

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	24	1.8%
#VALUE!	9	0.7%
526.9	2	0.2%
166.8851	2	0.2%
171.9776	2	0.2%
130.7936	2	0.2%
289.2573	1	0.1%
425.3	1	0.1%
189.6655	1	0.1%
107.0882	1	0.1%
Other values (1231)	1231	94.1%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.78440367
Min length	2

Performance8
Categorical

HIGH CARDINALITY

Distinct count	1236
Unique (%)	94.5%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	69
3.172	2
-39.317	2
-52.5897	2
6.6	2
Other values (1231)	1231

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	69	5.3%
3.172	2	0.2%
-39.317	2	0.2%
-52.5897	2	0.2%
6.6	2	0.2%
4.8925	1	0.1%
-169.8637	1	0.1%
-4.2064	1	0.1%
-12.1075	1	0.1%
-73.1	1	0.1%
Other values (1226)	1226	93.7%

Length

Max length	12
Median length	8
Mean length	7.480122324
Min length	1

Price9
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1188
Unique (%)	92.6%
Missing	25
Missing (%)	1.9%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
102.5	4
100.516	3
103.25	3
Other values (1183)	1258

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
102.5	4	0.3%
100.516	3	0.2%
103.25	3	0.2%
103.98	3	0.2%
100.383	3	0.2%
100	3	0.2%
101.441	2	0.2%
100.109	2	0.2%
Other values (1178)	1245	95.2%
(Missing)	25	1.9%

Length

Max length	21
Median length	7
Mean length	6.639908257
Min length	2

Yield9
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1074
Unique (%)	83.8%
Missing	27
Missing (%)	2.1%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
2.202	3
2.211	3
2.601	3
Other values (1069)	1257

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
2.202	3	0.2%
2.211	3	0.2%
2.601	3	0.2%
1.867	3	0.2%
3.577	3	0.2%
2.883	3	0.2%
2.899	3	0.2%
2.687	3	0.2%
Other values (1064)	1242	95.0%
(Missing)	27	2.1%

Length

Max length	21
Median length	5
Mean length	4.967125382
Min length	1

Spread9
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1244
Unique (%)	97.5%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	24
#VALUE!	9
159.0011	2
131.1979	1
143.305	1
Other values (1239)	1239

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	24	1.8%
#VALUE!	9	0.7%
159.0011	2	0.2%
131.1979	1	0.1%
143.305	1	0.1%
37.9867	1	0.1%
107.782	1	0.1%
95.0652	1	0.1%
30.2176	1	0.1%
264.8929	1	0.1%
Other values (1234)	1234	94.3%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.755351682
Min length	2

Performance9
Categorical

HIGH CARDINALITY

Distinct count	1238
Unique (%)	94.6%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	69
-92.4851	2
-88.8013	2
-149.1318	1
11.4447	1
Other values (1233)	1233

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	69	5.3%
-92.4851	2	0.2%
-88.8013	2	0.2%
-149.1318	1	0.1%
11.4447	1	0.1%
-43.5073	1	0.1%
28.1374	1	0.1%
-57.294	1	0.1%
-71.6051	1	0.1%
-143.6217	1	0.1%
Other values (1228)	1228	93.9%

Length

Max length	12
Median length	8
Mean length	7.490825688
Min length	1

Price10
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1182
Unique (%)	92.1%
Missing	25
Missing (%)	1.9%
Memory size	10.2 KiB

#N/A Invalid Security	10
103.25	5
#VALUE!	5
103.466	3
99.945	3
Other values (1177)	1257

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
103.25	5	0.4%
#VALUE!	5	0.4%
103.466	3	0.2%
99.945	3	0.2%
100.707	3	0.2%
100.507	2	0.2%
100.818	2	0.2%
102.169	2	0.2%
100.787	2	0.2%
Other values (1172)	1246	95.3%
(Missing)	25	1.9%

Length

Max length	21
Median length	7
Mean length	6.638379205
Min length	2

Yield10
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1108
Unique (%)	86.5%
Missing	27
Missing (%)	2.1%
Memory size	10.2 KiB

#N/A Invalid Security	10
#VALUE!	5
2.001	4
2.01	4
2.994	3
Other values (1103)	1255

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
#VALUE!	5	0.4%
2.001	4	0.3%
2.01	4	0.3%
2.994	3	0.2%
2.72	3	0.2%
2.485	3	0.2%
2.205	3	0.2%
3.124	3	0.2%
2.756	3	0.2%
Other values (1098)	1240	94.8%
(Missing)	27	2.1%

Length

Max length	21
Median length	5
Mean length	4.972477064
Min length	1

Spread10
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count	1244
Unique (%)	97.5%
Missing	32
Missing (%)	2.4%
Memory size	10.2 KiB

#N/A Invalid Override	24
#VALUE!	9
173.3207	2
153.8626	1
127.5044	1
Other values (1239)	1239

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Override	24	1.8%
#VALUE!	9	0.7%
173.3207	2	0.2%
153.8626	1	0.1%
127.5044	1	0.1%
156.9136	1	0.1%
114.0268	1	0.1%
192.4789	1	0.1%
199.472	1	0.1%
78.6731	1	0.1%
Other values (1234)	1234	94.3%
(Missing)	32	2.4%

Length

Max length	21
Median length	8
Mean length	7.779816514
Min length	2

Performance10
Categorical

HIGH CARDINALITY

Distinct count	1237
Unique (%)	94.6%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

#VALUE!	69
-79.4048	2
-144.2955	2
9.7336	2
223.7461	1
Other values (1232)	1232

Common Values
Length

Value	Count	Frequency (%)
#VALUE!	69	5.3%
-79.4048	2	0.2%
-144.2955	2	0.2%
9.7336	2	0.2%
223.7461	1	0.1%
-26.1736	1	0.1%
-69.3799	1	0.1%
-40.3709	1	0.1%
-154.8205	1	0.1%
-196.6793	1	0.1%
Other values (1227)	1227	93.8%

Length

Max length	12
Median length	8
Mean length	7.522171254
Min length	1

Vix
Real number (ℝ_≥0)

Distinct count	96
Unique (%)	7.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	34.463402140672784
Minimum	12.32
Maximum	75.91
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	12.32
5-th percentile	12.56
Q1	25.81
median	32.94
Q3	42.3225
95-th percentile	64.9835
Maximum	75.91
Range	63.59
Interquartile range (IQR)	16.5125

Descriptive statistics

Standard deviation	16.41430913
Coefficient of variation (CV)	0.4762823201
Kurtosis	-0.3022203087
Mean	34.46340214
Median Absolute Deviation (MAD)	8.44
Skewness	0.6126994221
Sum	45078.13
Variance	269.4295443

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
27.57	44	3.4%
61	33	2.5%
25.81	29	2.2%
33.47	29	2.2%
12.32	27	2.1%
13.85	27	2.1%
57.08	27	2.1%
13.79	27	2.1%
14.83	26	2.0%
33.29	26	2.0%
Other values (86)	1013	77.4%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
12.32	27	2.1%
12.39	10	0.8%
12.42	10	0.8%
12.54	18	1.4%
12.56	2	0.2%

Value	Count	Frequency (%)
75.91	24	1.8%
72	16	1.2%
66.04	16	1.2%
65.54	10	0.8%
63.95	23	1.8%

Vix5d
Real number (ℝ)

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-2.893746177370031
Minimum	-28.59
Maximum	60.49
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-28.59
5-th percentile	-24.05
Q1	-13.18
median	-5.41
Q3	3.17
95-th percentile	26.69
Maximum	60.49
Range	89.08
Interquartile range (IQR)	16.35

Descriptive statistics

Standard deviation	16.14654675
Coefficient of variation (CV)	-5.579807543
Kurtosis	3.313200434
Mean	-2.893746177
Median Absolute Deviation (MAD)	8.54
Skewness	1.419484604
Sum	-3785.02
Variance	260.7109719

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
-15.28	33	2.5%
21.4	29	2.2%
-7.32	27	2.1%
3.13	27	2.1%
-6.95	27	2.1%
-23.35	26	2.0%
-1.4	26	2.0%
-7.94	26	2.0%
-24.05	26	2.0%
9.25	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-28.59	7	0.5%
-26.07	6	0.5%
-25.61	19	1.5%
-25.52	18	1.4%
-24.76	13	1.0%

Value	Count	Frequency (%)
60.49	24	1.8%
58.04	3	0.2%
47.19	2	0.2%
37.89	4	0.3%
33.28	1	0.1%

Srvix
Real number (ℝ_≥0)

Distinct count	95
Unique (%)	7.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	69.55730886850152
Minimum	63.51
Maximum	90.13
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	63.51
5-th percentile	64.727
Q1	66.75
median	68.7
Q3	70.22
95-th percentile	80.8
Maximum	90.13
Range	26.62
Interquartile range (IQR)	3.47

Descriptive statistics

Standard deviation	4.834460994
Coefficient of variation (CV)	0.06950327827
Kurtosis	4.991651318
Mean	69.55730887
Median Absolute Deviation (MAD)	1.87
Skewness	2.097538635
Sum	90980.96
Variance	23.3720131

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
69.43	43	3.3%
67.36	39	3.0%
74.27	33	2.5%
66.99	30	2.3%
69.79	27	2.1%
73.31	27	2.1%
66.92	26	2.0%
67.35	26	2.0%
65.39	26	2.0%
69.92	26	2.0%
Other values (85)	1005	76.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
63.51	25	1.9%
63.67	13	1.0%
64.3	3	0.2%
64.61	12	0.9%
64.72	13	1.0%

Value	Count	Frequency (%)
90.13	16	1.2%
85.77	16	1.2%
84.51	4	0.3%
83.55	18	1.4%
80.8	17	1.3%

Srvix5d
Real number (ℝ)

Distinct count	98
Unique (%)	7.5%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-1.3135474006116208
Minimum	-17.6
Maximum	16.34
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-17.6
5-th percentile	-12.26
Q1	-3.64
median	-0.14
Q3	1.89
95-th percentile	5.53
Maximum	16.34
Range	33.94
Interquartile range (IQR)	5.53

Descriptive statistics

Standard deviation	5.219247597
Coefficient of variation (CV)	-3.973398748
Kurtosis	1.484589397
Mean	-1.313547401
Median Absolute Deviation (MAD)	2.62
Skewness	-0.9913804366
Sum	-1718.12
Variance	27.24054548

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
1.49	34	2.6%
-17.6	33	2.5%
1.89	29	2.2%
1.96	27	2.1%
1.71	27	2.1%
-12.26	27	2.1%
-0.8	26	2.0%
1.65	26	2.0%
-0.14	26	2.0%
-4.58	26	2.0%
Other values (88)	1027	78.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-17.6	33	2.5%
-14.1	10	0.8%
-12.26	27	2.1%
-11.77	23	1.8%
-10.93	23	1.8%

Value	Count	Frequency (%)
16.34	4	0.3%
8.43	6	0.5%
6.22	16	1.2%
5.8	24	1.8%
5.53	19	1.5%

CdxIg
Real number (ℝ_≥0)

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	82.45087079510704
Minimum	43.75
Maximum	151.798
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	43.75
5-th percentile	44.3542
Q1	65.835
median	86.885
Q3	96.658
95-th percentile	123.313
Maximum	151.798
Range	108.048
Interquartile range (IQR)	30.823

Descriptive statistics

Standard deviation	26.2578366
Coefficient of variation (CV)	0.3184664558
Kurtosis	-0.5153964579
Mean	82.4508708
Median Absolute Deviation (MAD)	15.559
Skewness	0.1261689931
Sum	107845.739
Variance	689.4739828

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
96.658	33	2.5%
71.435	29	2.2%
46.049	27	2.1%
107.875	27	2.1%
46.665	27	2.1%
93.168	26	2.0%
92.169	26	2.0%
92.61	26	2.0%
93.224	26	2.0%
44.674	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
43.75	14	1.1%
43.81	3	0.2%
43.844	18	1.4%
44.054	16	1.2%
44.133	11	0.8%

Value	Count	Frequency (%)
151.798	16	1.2%
141.838	16	1.2%
127.55	7	0.5%
126.144	21	1.6%
123.313	24	1.8%

CdxIg5d
Real number (ℝ)

Distinct count	99
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-0.8758944954128437
Minimum	-34.82
Maximum	49.66
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-34.82
5-th percentile	-26.82
Q1	-7.16
median	-0.71
Q3	4.78
95-th percentile	22.27
Maximum	49.66
Range	84.48
Interquartile range (IQR)	11.94

Descriptive statistics

Standard deviation	13.59015514
Coefficient of variation (CV)	-15.51574443
Kurtosis	1.769281357
Mean	-0.8758944954
Median Absolute Deviation (MAD)	6.44
Skewness	0.221706801
Sum	-1145.67
Variance	184.6923166

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
-0.71	35	2.7%
-31.85	33	2.5%
-4.14	29	2.2%
3.76	27	2.1%
-11.26	27	2.1%
4.78	27	2.1%
-1.32	26	2.0%
5.97	26	2.0%
-0.33	26	2.0%
7.3	26	2.0%
Other values (89)	1026	78.4%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-34.82	16	1.2%
-31.85	33	2.5%
-29.38	16	1.2%
-26.82	23	1.8%
-26.29	10	0.8%

Value	Count	Frequency (%)
49.66	6	0.5%
41.22	16	1.2%
29.26	4	0.3%
28.73	11	0.8%
27.58	24	1.8%

Usgg2y
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	96
Unique (%)	7.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.5386463302752293
Minimum	0.1388
Maximum	1.5843
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	0.1388
5-th percentile	0.1568
Q1	0.1857
median	0.2261
Q3	0.6926
95-th percentile	1.5657
Maximum	1.5843
Range	1.4455
Interquartile range (IQR)	0.5069

Descriptive statistics

Standard deviation	0.5405809727
Coefficient of variation (CV)	1.003591675
Kurtosis	-0.5401733359
Mean	0.5386463303
Median Absolute Deviation (MAD)	0.0628
Skewness	1.148263963
Sum	704.5494
Variance	0.292227788

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.1589	36	2.8%
0.2927	33	2.5%
0.1952	29	2.2%
1.5404	27	2.1%
1.5445	27	2.1%
0.2281	27	2.1%
0.1784	26	2.0%
0.2223	26	2.0%
1.4116	26	2.0%
0.1747	26	2.0%
Other values (86)	1025	78.4%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.1388	26	2.0%
0.1451	5	0.4%
0.147	13	1.0%
0.1564	20	1.5%
0.1568	13	1.0%

Value	Count	Frequency (%)
1.5843	11	0.8%
1.5806	15	1.1%
1.5785	18	1.4%
1.5702	2	0.2%
1.57	10	0.8%

Usgg2y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-7.600046636085628
Minimum	-43.7306
Maximum	44.5881
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-43.7306
5-th percentile	-38.1866
Q1	-15.7823
median	-4.4388
Q3	1.4279
95-th percentile	17.1075
Maximum	44.5881
Range	88.3187
Interquartile range (IQR)	17.2102

Descriptive statistics

Standard deviation	16.49359421
Coefficient of variation (CV)	-2.170196447
Kurtosis	0.5823762768
Mean	-7.600046636
Median Absolute Deviation (MAD)	7.3012
Skewness	-0.1051194844
Sum	-9940.861
Variance	272.0386499

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
-35.064	33	2.5%
17.1075	29	2.2%
-26.9598	27	2.1%
-1.3234	27	2.1%
-1.8269	27	2.1%
-29.0084	26	2.0%
-11.4249	26	2.0%
10.2326	26	2.0%
-0.8302	26	2.0%
-4.0697	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-43.7306	13	1.0%
-42.9219	11	0.8%
-40.536	23	1.8%
-38.1866	23	1.8%
-37.5138	21	1.6%

Value	Count	Frequency (%)
44.5881	19	1.5%
24.6906	10	0.8%
22.2551	10	0.8%
17.1075	29	2.2%
14.9634	19	1.5%

Usgg3y
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	95
Unique (%)	7.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.577986009174312
Minimum	0.1826
Maximum	1.6071
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	0.1826
5-th percentile	0.1977
Q1	0.2273
median	0.2871
Q3	0.7176
95-th percentile	1.5751
Maximum	1.6071
Range	1.4245
Interquartile range (IQR)	0.4903

Descriptive statistics

Standard deviation	0.5183522313
Coefficient of variation (CV)	0.8968248765
Kurtosis	-0.5263390095
Mean	0.5779860092
Median Absolute Deviation (MAD)	0.0754
Skewness	1.137424808
Sum	756.0057
Variance	0.2686890357

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.242	51	3.9%
0.2034	36	2.8%
0.3675	33	2.5%
0.2264	29	2.2%
1.5964	29	2.2%
1.5565	27	2.1%
1.5566	27	2.1%
0.2955	27	2.1%
0.2871	26	2.0%
0.2232	26	2.0%
Other values (85)	997	76.2%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.1826	5	0.4%
0.1877	13	1.0%
0.1913	26	2.0%
0.194	1	0.1%
0.1941	20	1.5%

Value	Count	Frequency (%)
1.6071	15	1.1%
1.5964	29	2.2%
1.583	2	0.2%
1.5776	10	0.8%
1.5751	16	1.2%

Usgg3y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-7.08561383792049
Minimum	-40.5668
Maximum	45.8146
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-40.5668
5-th percentile	-37.4203
Q1	-15.9462
median	-4.023
Q3	1.3552
95-th percentile	14.8311
Maximum	45.8146
Range	86.3814
Interquartile range (IQR)	17.3014

Descriptive statistics

Standard deviation	16.46833746
Coefficient of variation (CV)	-2.324193476
Kurtosis	0.7595476262
Mean	-7.085613838
Median Absolute Deviation (MAD)	7.4193
Skewness	0.08991102573
Sum	-9267.9829
Variance	271.2061386

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
-33.5201	33	2.5%
14.4984	29	2.2%
-3.2355	27	2.1%
-2.0769	27	2.1%
-11.4321	27	2.1%
14.8311	26	2.0%
-1.498	26	2.0%
-21.8245	26	2.0%
-7.7726	26	2.0%
-4.2185	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-40.5668	13	1.0%
-39.983	11	0.8%
-39.8441	23	1.8%
-37.7983	16	1.2%
-37.4203	23	1.8%

Value	Count	Frequency (%)
45.8146	19	1.5%
32.7769	10	0.8%
28.4744	10	0.8%
19.4483	12	0.9%
17.6575	10	0.8%

Usgg5y
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	94
Unique (%)	7.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.6745058868501528
Minimum	0.3036
Maximum	1.6629
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	0.3036
5-th percentile	0.315
Q1	0.3478
median	0.4037
Q3	0.7825
95-th percentile	1.6199
Maximum	1.6629
Range	1.3593
Interquartile range (IQR)	0.4347

Descriptive statistics

Standard deviation	0.4849537316
Coefficient of variation (CV)	0.7189762774
Kurtosis	-0.4727880852
Mean	0.6745058869
Median Absolute Deviation (MAD)	0.0709
Skewness	1.147884041
Sum	882.2537
Variance	0.2351801218

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.5254	56	4.3%
0.344	29	2.2%
1.6058	27	2.1%
0.3478	27	2.1%
0.4131	27	2.1%
1.6122	27	2.1%
1.3979	26	2.0%
0.3054	26	2.0%
0.4037	26	2.0%
0.3718	26	2.0%
Other values (84)	1011	77.3%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.3036	1	0.1%
0.3051	13	1.0%
0.3052	20	1.5%
0.3054	26	2.0%
0.3082	5	0.4%

Value	Count	Frequency (%)
1.6629	15	1.1%
1.653	18	1.4%
1.6495	11	0.8%
1.6315	2	0.2%
1.6247	16	1.2%

Usgg5y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-5.013358715596331
Minimum	-37.213
Maximum	46.4898
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-37.213
5-th percentile	-33.0848
Q1	-14.0342
median	-2.7721
Q3	2.7226
95-th percentile	18.035
Maximum	46.4898
Range	83.7028
Interquartile range (IQR)	16.7568

Descriptive statistics

Standard deviation	15.48685155
Coefficient of variation (CV)	-3.089116984
Kurtosis	1.007058894
Mean	-5.013358716
Median Absolute Deviation (MAD)	7.0904
Skewness	0.1515596337
Sum	-6557.4732
Variance	239.8425711

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
-23.5535	33	2.5%
9.197	29	2.2%
-4.6588	27	2.1%
-3.8375	27	2.1%
0.5088	27	2.1%
-3.5014	26	2.0%
1.2861	26	2.0%
-1.6068	26	2.0%
-15.7294	26	2.0%
18.035	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-37.213	11	0.8%
-36.567	13	1.0%
-36.0279	16	1.2%
-33.3213	23	1.8%
-33.0848	21	1.6%

Value	Count	Frequency (%)
46.4898	19	1.5%
34.0863	10	0.8%
26.1124	10	0.8%
20.7097	10	0.8%
20.3063	12	0.9%

Usgg10y
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.9632120795107032
Minimum	0.5691
Maximum	1.8738
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	0.5691
5-th percentile	0.6008
Q1	0.6651
median	0.738
Q3	1.0784
95-th percentile	1.8177
Maximum	1.8738
Range	1.3047
Interquartile range (IQR)	0.4133

Descriptive statistics

Standard deviation	0.4320796026
Coefficient of variation (CV)	0.4485820017
Kurtosis	-0.4533225756
Mean	0.9632120795
Median Absolute Deviation (MAD)	0.1064
Skewness	1.115286245
Sum	1259.8814
Variance	0.186692783

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.8447	33	2.5%
0.738	29	2.2%
1.8177	27	2.1%
1.809	27	2.1%
0.7264	27	2.1%
0.6409	26	2.0%
1.561	26	2.0%
0.703	26	2.0%
0.6605	26	2.0%
0.7099	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.5691	11	0.8%
0.5832	21	1.6%
0.5948	7	0.5%
0.597	24	1.8%
0.6008	5	0.4%

Value	Count	Frequency (%)
1.8738	15	1.1%
1.8545	18	1.4%
1.8459	11	0.8%
1.8196	2	0.2%
1.8177	27	2.1%

Usgg10y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-2.1229248470948017
Minimum	-32.7511
Maximum	41.8038
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-32.7511
5-th percentile	-27.2138
Q1	-7.6201
median	-1.8005
Q3	4.237
95-th percentile	32.4098
Maximum	41.8038
Range	74.5549
Interquartile range (IQR)	11.8571

Descriptive statistics

Standard deviation	14.63393991
Coefficient of variation (CV)	-6.893291552
Kurtosis	0.8924165421
Mean	-2.122924847
Median Absolute Deviation (MAD)	5.997
Skewness	0.3393306416
Sum	-2776.7857
Variance	214.1521974

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
-25.9278	33	2.5%
1.613	29	2.2%
-5.2009	27	2.1%
-3.7127	27	2.1%
-7.6201	27	2.1%
-2.4709	26	2.0%
9.1104	26	2.0%
0.2491	26	2.0%
12.1451	26	2.0%
12.0429	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-32.7511	21	1.6%
-29.3225	24	1.8%
-27.6577	13	1.0%
-27.2138	23	1.8%
-26.1173	11	0.8%

Value	Count	Frequency (%)
41.8038	16	1.2%
34.2992	24	1.8%
32.7811	19	1.5%
32.4098	10	0.8%
25.9779	4	0.3%

Usgg30y
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	1.5833412079510703
Minimum	1.1626
Maximum	2.3625
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	1.1626
5-th percentile	1.2191
Q1	1.329
median	1.4344
Q3	1.7014
95-th percentile	2.3015
Maximum	2.3625
Range	1.1999
Interquartile range (IQR)	0.3724

Descriptive statistics

Standard deviation	0.3540007179
Coefficient of variation (CV)	0.2235782888
Kurtosis	-0.455390877
Mean	1.583341208
Median Absolute Deviation (MAD)	0.1496
Skewness	0.9944300513
Sum	2071.0103
Variance	0.1253165083

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
1.431	33	2.5%
1.5295	29	2.2%
1.3366	27	2.1%
2.3052	27	2.1%
2.2858	27	2.1%
2.0111	26	2.0%
1.329	26	2.0%
1.2557	26	2.0%
1.416	26	2.0%
1.3937	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1.1626	11	0.8%
1.1696	5	0.4%
1.1804	13	1.0%
1.2042	6	0.5%
1.2094	7	0.5%

Value	Count	Frequency (%)
2.3625	15	1.1%
2.3297	18	1.4%
2.3052	27	2.1%
2.3015	11	0.8%
2.2858	27	2.1%

Usgg30y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count	100
Unique (%)	7.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-0.2504259938837922
Minimum	-20.7291
Maximum	31.6108
Zeros	0
Zeros (%)	0.0%
Memory size	10.2 KiB

Quantile statistics

Minimum	-20.7291
5-th percentile	-17.1562
Q1	-4.3432
median	-1.0585
Q3	3.9185
95-th percentile	12.9103
Maximum	31.6108
Range	52.3399
Interquartile range (IQR)	8.2617

Descriptive statistics

Standard deviation	9.472245947
Coefficient of variation (CV)	-37.82453171
Kurtosis	1.575353007
Mean	-0.2504259939
Median Absolute Deviation (MAD)	4.2906
Skewness	0.4231013315
Sum	-327.5572
Variance	89.72344329

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
-19.8252	33	2.5%
1.5375	29	2.2%
-1.8879	27	2.1%
-1.0585	27	2.1%
-3.5353	27	2.1%
3.2321	26	2.0%
3.4413	26	2.0%
10.9275	26	2.0%
-2.6504	26	2.0%
11.4979	26	2.0%
Other values (90)	1035	79.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-20.7291	6	0.5%
-19.8252	33	2.5%
-19.1724	23	1.8%
-17.1562	17	1.3%
-17.0532	11	0.8%

Value	Count	Frequency (%)
31.6108	24	1.8%
23.9561	16	1.2%
18.7919	4	0.3%
13.1752	19	1.5%
12.9103	10	0.8%

Ticker
Categorical

HIGH CARDINALITY

Distinct count	580
Unique (%)	44.3%
Missing	0
Missing (%)	0.0%
Memory size	10.2 KiB

PFE US Equity	11
DIS US Equity	11
JPM US Equity	11
KO US Equity	10
WFC US Equity	10
Other values (575)	1255

Common Values
Length

Value	Count	Frequency (%)
PFE US Equity	11	0.8%
DIS US Equity	11	0.8%
JPM US Equity	11	0.8%
KO US Equity	10	0.8%
WFC US Equity	10	0.8%
#N/A Invalid Security	10	0.8%
GE US Equity	10	0.8%
XOM US Equity	10	0.8%
INTC US Equity	9	0.7%
TFC US Equity	9	0.7%
Other values (570)	1207	92.3%

Length

Max length	21
Median length	13
Mean length	13.78975535
Min length	11

EnterpriseValue
Categorical

HIGH CARDINALITY
MISSING

Distinct count	433
Unique (%)	53.7%
Missing	502
Missing (%)	38.4%
Memory size	10.2 KiB

#N/A Invalid Security	10
103286.16	7
197749.9021	7
208475.91	6
1261354.526	6
Other values (428)	770

Common Values
Length

Value	Count	Frequency (%)
#N/A Invalid Security	10	0.8%
103286.16	7	0.5%
197749.9021	7	0.5%
208475.91	6	0.5%
1261354.526	6	0.5%
205444.6386	6	0.5%
253443.3669	6	0.5%
228687.2208	6	0.5%
187147.4902	6	0.5%
265332.5468	5	0.4%
Other values (423)	741	56.7%
(Missing)	502	38.4%

Length

Max length	21
Median length	10
Mean length	7.461009174
Min length	3

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Cramér's V (φc)

Cramér's V is an association measure for nominal random variables. The coefficient ranges from 0 to 1, with 0 indicating independence and 1 indicating perfect association. The empirical estimators used for Cramér's V have been proved to be biased, even for large samples. We use a bias-corrected measure that has been proposed by Bergsma in 2013 that can be found here.

First rows

	Pricing Date	Settlement Date	Bond Ticker	Issuer	Moody’s Rating	Moody's Outlook	S&P Rating	S&P Outlook	Fitch Rating	Fitch Outlook	Moody's/S&P/Fitch Rating	No. of B's	Rank	Bail-in	Asset Class	Total Deal Size (USD)	Deal Size (Lcl Ccy)	Tranche Size (USD)	Tenor	No of Tranches	Structure	Coupon Type	Coupon Rate (Fixed %; FRN if Float)	Call Date	Maturity	Benchmark	Spread	Spread to Gov Benchmark	Free r	Rate Type Selection	3mL Equivalent (bps)	IPT Spread	Guidance	Area	M/S Equivalent	Spread vs. Midswaps	MS	New Issue Premium	Movement from IPTS	Orderbook Size (mm)	Over Subscription	Yield	Price	League Table Eligible	Issuer Type	Product Type	BofA ML Role	# of Bookrunners	# of Active	# of Passive	Listing	CoC	Coupon Steps	Par Call	Make Whole	Marketing	Special Mandatory Redemption	UOP 1	UOP 2	Denom	Phy. Bks	Self Led	Bk1	Bk2	Bk3	Bk4	Bk5	Bk6	Bk7	Bk8	Bk9	Bk10	B&D Agent	Distribution	Add-On	Tapped Bond	Industry	Sub industry	CUSIP	ISIN	Week Start	Quarter	Deal	Country	Sub-Region	Region	Tranche Size (Local)	Tranche Currency	FX Rate per USD	Call Structure	Special Call Features	Par Call Period	Up/Downsized	First Time Bond Issuer	Price Execution	Tranche Comments	Coupon Rate Comments	General Comments (deal level)	Bond Ticker.1	Desk	Gross Spread	Total Fees	Unequal Economics	Jt Ld 1	Jt Ld 2	Jt Ld 3	Jt Ld 4	Jt Ld 5	Co1	Co 2	Co 3	Co 4	Co 5	IsYield	IsDM	IsSpread	IssueBenchmark	Price0	Yield0	Spread0	Performance0	Price1	Yield1	Spread1	Performance1	Price2	Yield2	Spread2	Performance2	Price3	Yield3	Spread3	Performance3	Price4	Yield4	Spread4	Performance4	Price5	Yield5	Spread5	Performance5	Price6	Yield6	Spread6	Performance6	Price7	Yield7	Spread7	Performance7	Price8	Yield8	Spread8	Performance8	Price9	Yield9	Spread9	Performance9	Price10	Yield10	Spread10	Performance10	Vix	Vix5d	Srvix	Srvix5d	CdxIg	CdxIg5d	Usgg2y	Usgg2y5d	Usgg3y	Usgg3y5d	Usgg5y	Usgg5y5d	Usgg10y	Usgg10y5d	Usgg30y	Usgg30y5d	Ticker	EnterpriseValue
0	06/25/2020	06/30/2020	BANR	Banner Corporation	NR	-	NR	-	NR	-	NR / NR / NR	-	Sub	-	-	100	-	100	10	1	NC5	Fixed to FRN	-	-	06/30/2030	NaN	500	0.0	-	-	-	525.00	0.0	0.0	-	-	0.0	NaN	25.00	-	2	5.000	100	Yes	FIG	Investment Grade	Active	2	2	-	-	No	No	No	No	No	No	GCP	Acquisition	1000	NaN	No	BofA	Piper	-	-	-	-	-	-	-	-	BofA	Public Offering	-	-	Financial Institutions	Finance	06652VAA7	US06652VAA70	06/22/2020	2	1	United States of America	US	US	100	USD	1	NC5	-	-	-	-	-	-	-	-	BANR	AMRS	NaN	-	No	-	-	-	-	-	-	-	-	-	-	Y	N	N	#N/A Field Not Applicable	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	99.75	5.057	505.7	5.7	32.22	-2.19	66.81	-0.07	78.226	4.92	0.1857	-3.9560	0.2051	-8.3302	0.3320	-0.2563	0.6856	-3.2279	1.4344	-3.1849	BANR US Equity	NaN
1	06/25/2020	07/02/2020	UAL	Mileage Plus Holdings (United Airlines)	Baa3	Stable	NR	-	BBB-	Stable	Baa3 / NR / BBB-	6	Secured	-	-	3800	-	3800	7	1	NC3	Fixed	6.5	-	06/20/2027	0.5% 7yr UST due 05/31/27	648	0.0	-51	-	-	0.00	0.0	0.0	-	-	0.0	NaN	-648.00	-	NaN	7.000	98.75	Yes	CORP	Investment Grade	No Role	3	3	-	-	Yes	No	No	Yes	No	No	Refi-General	GCP	1	NaN	No	GS	Barc	MS	-	-	-	-	-	-	-	-	144a/Reg S	-	-	Industrials	Airlines	599191AA1	US599191AA16	06/22/2020	2	1	United States of America	US	US	3800	USD	1	NC3	-	-	800	-	-	-	-	-	UAL	AMRS	NaN	-	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912828ZS Govt	101.258	6.179	568.5912	-79.4088	101.258	6.179	568.5915	-79.4085	101.258	6.179	568.5924	-79.4076	101.258	6.179	568.5926	-79.4074	101.258	6.179	568.5929	-79.4071	101.258	6.179	568.5932	-79.4068	101.258	6.179	568.5935	-79.4065	101.258	6.179	568.5943	-79.4057	101.258	6.179	568.5946	-79.4054	101.258	6.179	568.5949	-79.4051	101.258	6.179	568.5952	-79.4048	32.22	-2.19	66.81	-0.07	78.226	4.92	0.1857	-3.9560	0.2051	-8.3302	0.3320	-0.2563	0.6856	-3.2279	1.4344	-3.1849	1281118D US Equity	NaN
2	06/25/2020	06/29/2020	INTU	Intuit Inc	A3	Stable	A-	Stable	NR	-	A3 / A- / NR	-	Sr	-	-	2000	-	500	3	4	NCL	Fixed	0.65	-	07/15/2023	0.25% 3yr UST due 06/15/23	45	0.0	-3	-	-	85.00	50.0	5.0	-	-	0.0	NaN	40.00	-	5.4	0.658	99.976	Yes	CORP	Investment Grade	Active	6	2	4	-	Yes	No	No	Yes	No	No	MandA	Refi-General	2000	NaN	No	BofA	JPM	MUFG	US Bancorp	Scotia	WFS	-	-	-	-	BofA	Public Offering	-	-	Technology	Software	46124HAA4	US46124HAA41	06/22/2020	2	1	United States of America	US	US	500	USD	1	NCL	-	-	-	-	-	-	-	-	INTU	AMRS	NaN	-	No	-	-	-	-	-	HSBC	Barc	Siebert	Loop	-	N	N	Y	912828ZU Govt	100.238	0.571	36.5999	-8.4001	100.225	0.575	39.1213	-5.8787	100.225	0.575	40.7166	-4.2834	100.225	0.575	39.399	-5.601	100.225	0.575	39.4054	-5.5946	100.225	0.575	39.4245	-5.5755	100.225	0.575	39.431	-5.569	100.225	0.575	39.4374	-5.5626	100.225	0.575	39.4438	-5.5562	100.225	0.575	39.4503	-5.5497	100.225	0.575	39.4697	-5.5303	32.22	-2.19	66.81	-0.07	78.226	4.92	0.1857	-3.9560	0.2051	-8.3302	0.3320	-0.2563	0.6856	-3.2279	1.4344	-3.1849	INTU US Equity	71989.7244
3	06/25/2020	06/29/2020	INTU	Intuit Inc	A3	Stable	A-	Stable	NR	-	A3 / A- / NR	-	Sr		-	2000	-	500	5	4	NCL	Fixed	0.95	-	07/15/2025	0.25% 5yr UST due 05/31/25	65	0.0	-3	-	-	105.00	70.0	5.0	-	-	0.0	NaN	40.00	-	5.5	0.966	99.921	Yes	CORP	Investment Grade	Active	6	2	4	-	Yes	No	Yes	Yes	No	No	MandA	Refi-General	2000	NaN	No	BofA	JPM	MUFG	US Bancorp	Scotia	WFS	-	-	-	-	BofA	Public Offering		-	Technology	Software	46124HAB2	US46124HAB24	06/22/2020	2	0	United States of America	US	US	500	USD	1	NCL	-	1	-	-	-	-	-	-	INTU	AMRS	NaN	-	No	-	-	-	-	-	HSBC	Barc	Siebert	Loop	-	N	N	Y	912828ZT Govt	100.314	0.885	56.6141	-8.3859	100.247	0.899	60.8977	-4.1023	100.111	0.927	66.5797	1.5797	100.392	0.869	58.6953	-6.3047	100.392	0.869	58.6935	-6.3065	100.392	0.869	58.6882	-6.3118	100.392	0.869	58.6865	-6.3135	100.392	0.869	58.6847	-6.3153	100.392	0.869	58.6829	-6.3171	100.392	0.869	58.6811	-6.3189	100.392	0.869	58.6758	-6.3242	32.22	-2.19	66.81	-0.07	78.226	4.92	0.1857	-3.9560	0.2051	-8.3302	0.3320	-0.2563	0.6856	-3.2279	1.4344	-3.1849	INTU US Equity	71989.7244
4	06/25/2020	06/29/2020	INTU	Intuit Inc	A3	Stable	A-	Stable	NR	-	A3 / A- / NR	-	Sr		-	2000	-	500	7	4	NCL	Fixed	1.35	-	07/15/2027	0.5% 7yr UST due 05/31/27	85	0.0	-17	-	-	125.00	90.0	5.0	-	-	0.0	NaN	40.00	-	5.92	1.364	99.906	Yes	CORP	Investment Grade	Active	6	2	4	-	Yes	No	Yes	Yes	No	No	MandA	Refi-General	2000	NaN	No	BofA	JPM	MUFG	US Bancorp	Scotia	WFS	-	-	-	-	BofA	Public Offering	-	-	Technology	Software	46124HAC0	US46124HAC07	06/22/2020	2	0	United States of America	US	US	500	USD	1	NCL	-	2	-	-	-	-	-	-	INTU	AMRS	NaN	-	No	-	-	-	-	-	HSBC	Barc	Siebert	Loop	-	N	N	Y	912828ZS Govt	100.453	1.281	76.2595	-8.7405	100.479	1.277	79.5399	-5.4601	100.34	1.298	83.7073	-1.2927	100.34	1.298	80.4912	-4.5088	100.34	1.298	80.4915	-4.5085	100.34	1.298	80.4924	-4.5076	100.34	1.298	80.4926	-4.5074	100.34	1.298	80.4929	-4.5071	100.34	1.298	80.4932	-4.5068	100.34	1.298	80.4935	-4.5065	100.34	1.298	80.4943	-4.5057	32.22	-2.19	66.81	-0.07	78.226	4.92	0.1857	-3.9560	0.2051	-8.3302	0.3320	-0.2563	0.6856	-3.2279	1.4344	-3.1849	INTU US Equity	71989.7244
5	06/25/2020	06/29/2020	INTU	Intuit Inc	A3	Stable	A-	Stable	NR	-	A3 / A- / NR	-	Sr		-	2000	-	500	10	4	NCL	Fixed	1.65	-	07/15/2030	0.625% 10yr UST due 05/15/30	100	0.0	-3	-	-	140.00	105.0	5.0	-	-	0.0	NaN	40.00	-	4.6	1.676	99.76	Yes	CORP	Investment Grade	Active	6	2	4	-	Yes	No	Yes	Yes	No	No	MandA	Refi-General	2000	NaN	No	BofA	JPM	MUFG	US Bancorp	Scotia	WFS	-	-	-	-	BofA	Public Offering	-	-	Technology	Software	46124HAD8	US46124HAD89	06/22/2020	2	0	United States of America	US	US	500	USD	1	NCL	-	3	-	-	-	-	-	-	INTU	AMRS	NaN	-	No	-	-	-	-	-	HSBC	Barc	Siebert	Loop	-	N	N	Y	912828ZQ Govt	100.136	1.635	94.9378	-5.0622	100.135	1.635	99.3655	-0.6345	99.852	1.666	104.2641	4.2641	100.55	1.589	91.9767	-8.0233	100.55	1.589	91.9755	-8.0245	100.55	1.589	91.972	-8.028	100.55	1.589	91.9708	-8.0292	100.55	1.589	91.9697	-8.0303	100.55	1.589	91.9685	-8.0315	100.55	1.589	91.9673	-8.0327	100.55	1.589	91.9638	-8.0362	32.22	-2.19	66.81	-0.07	78.226	4.92	0.1857	-3.9560	0.2051	-8.3302	0.3320	-0.2563	0.6856	-3.2279	1.4344	-3.1849	INTU US Equity	71989.7244
6	06/24/2020	07/02/2020	ALK	Alaska Airlines Inc	NR	-	BBB	-	BBB	-	NR / BBB / BBB	6	Sr		-	208.147	-	208.147	5	1	NCL	Fixed	8	-	08/15/2025	0.25% 5yr UST due 05/31/25	800	NaN	-46	-	-	806.25	0.0	0.0	-	-	NaN	NaN	6.25	-	1.9	8.000	100	Yes	CORP	Investment Grade	Active	4	3	1	-	No	No	No	No	No	No	GCP	-	2000	NaN	No	BofA	Citi	MS	CA	-	-	-	-	-	-	BofA	144a/Reg S	-	-	Industrials	Airlines	01166WAA5	US01166WAA53	06/22/2020	2	1	United States of America	US	US	208.147	USD	1	NCL	-	-	-	-	-	-	-	-	ALK	AMRS	NaN	-	No	-	-	-	-	-	-	-	-	-	-	Y	N	N	#N/A Field Not Applicable	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	102.011	7.233	723.3	-76.7	33.84	1.11	66.52	-1.25	78.508	9.90	0.1876	-3.8937	0.2104	-7.0545	0.3155	-8.2771	0.6790	-8.0001	1.4291	-6.5637	ALK US Equity	5993.7109
7	06/24/2020	06/29/2020	ATH	Athene Global Funding	NR	-	A	Stable	A	Stable	NR / A / A	-	FA Backed		-	300	-	300	5	1	NCL	Fixed	2.55	-	06/29/2025	0.25% 5yr UST due 05/31/25	225	NaN	-2	-	-	240.00	0.0	0.0	-	-	NaN	5	15.00	-	1.7	2.567	99.921	Yes	FIG	Investment Grade	Active	3	3	-	-	No	No	No	No	No	No	GCP	-	2000	NaN	No	BofA	DB	WFS	-	-	-	-	-	-	-	DB	144a/Reg S	-	-	Financial Institutions	Insurance	04685A2N0	US04685A2N06	06/22/2020	2	1	United States of America	US	US	300	USD	1	NCL	-	-	-	-	-	-	-	-	ATH	AMRS	NaN	-	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912828ZT Govt	NaN	NaN	#N/A Invalid Override	#VALUE!	100.225	2.502	221.1977	-3.8023	99.946	2.562	230.0797	5.0797	100.018	2.546	226.3953	1.3953	100.018	2.546	226.3935	1.3935	100.018	2.546	226.3882	1.3882	100.018	2.546	226.3865	1.3865	100.018	2.546	226.3847	1.3847	100.018	2.546	226.3829	1.3829	100.018	2.546	226.3811	1.3811	100.018	2.546	226.3758	1.3758	33.84	1.11	66.52	-1.25	78.508	9.90	0.1876	-3.8937	0.2104	-7.0545	0.3155	-8.2771	0.6790	-8.0001	1.4291	-6.5637	ATH US Equity	2579.8876
8	06/24/2020	06/29/2020	TOTAL	Total Capital International	Aa3	Negative	A+	Negative	NR	-	Aa3 / A+ / NR	-	Sr	-	-	1600	-	800	21	2	NCL	Fixed	2.986	-	06/29/2041	2% 30yr UST due 02/15/50	155	0.0	-6	-	-	165.00	155.0	0.0	-	-	0.0	15	10.00	-	1.63	2.986	100	Yes	CORP	Investment Grade	Active	9	9	-	-	No	No	Yes	Yes	No	No	Refi - Bank	GCP	2000	NaN	No	Barc	BofA	Citi	Credit Agricole Corporate and Investment Bank (New York)	DB	HSBC	MS	MUFG	Std Chrtrd	-	DB	Public Offering	-	-	Energy & Power	Majors/Integrateds	89153VAX7	US89153VAX73	06/22/2020	2	1	France	W. Europe	Europe	800	USD	1	NCL	-	6	-	-	-	-	-	-	TOTAL	AMRS,EMEA	NaN	-	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912810SL Govt	101.835	2.867	144.45	-10.55	102.1	2.85	149.235	-5.765	103.59	2.755	139.3858	-15.6142	103.59	2.755	133.981	-21.019	103.59	2.755	133.985	-21.015	103.59	2.755	133.997	-21.003	103.59	2.755	134.001	-20.999	103.59	2.755	134.005	-20.995	103.59	2.755	134.009	-20.991	103.59	2.755	134.013	-20.987	103.59	2.755	134.025	-20.975	33.84	1.11	66.52	-1.25	78.508	9.90	0.1876	-3.8937	0.2104	-7.0545	0.3155	-8.2771	0.6790	-8.0001	1.4291	-6.5637	0175842D FP Equity	NaN
9	06/24/2020	06/29/2020	TOTAL	Total Capital International	Aa3	Negative	A+	Negative	NR	-	Aa3 / A+ / NR	-	Sr		-	1600	-	800	40	2	NCL	Fixed	3.386	-	06/29/2060	2% 30yr UST due 02/15/50	195	NaN	-8	-	-	202.50	195.0	0.0	-	-	NaN	20	7.50	-	1.5	3.386	100	Yes	CORP	Investment Grade	Active	9	9	-	-	No	No	Yes	Yes	No	No	Refi - Bank	GCP	2000	NaN	No	Barc	BofA	Citi	Credit Agricole Corporate and Investment Bank (New York)	DB	HSBC	MS	MUFG	Std Chrtrd	-	MS	Public Offering	-	-	Energy & Power	Majors/Integrateds	89153VAW9	US89153VAW90	06/22/2020	2	0	France	W. Europe	Europe	800	USD	1	NCL	-	6	-	-	-	-	-	-	TOTAL	AMRS,EMEA	NaN	-	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912810SL Govt	102.923	3.254	183.15	-11.85	103.262	3.239	188.135	-6.865	104.463	3.187	182.5858	-12.4142	107.249	3.068	165.281	-29.719	107.249	3.068	165.285	-29.715	107.249	3.068	165.297	-29.703	107.249	3.068	165.301	-29.699	107.249	3.068	165.305	-29.695	107.249	3.068	165.309	-29.691	107.249	3.068	165.313	-29.687	107.249	3.068	165.325	-29.675	33.84	1.11	66.52	-1.25	78.508	9.90	0.1876	-3.8937	0.2104	-7.0545	0.3155	-8.2771	0.6790	-8.0001	1.4291	-6.5637	0175842D FP Equity	NaN

Last rows

	Pricing Date	Settlement Date	Bond Ticker	Issuer	Moody’s Rating	Moody's Outlook	S&P Rating	S&P Outlook	Fitch Rating	Fitch Outlook	Moody's/S&P/Fitch Rating	No. of B's	Rank	Asset Class	Total Deal Size (USD)	Deal Size (Lcl Ccy)	Tranche Size (USD)	Tenor	No of Tranches	Structure	Coupon Type	Coupon Rate (Fixed %; FRN if Float)	Call Date	Maturity	Benchmark	Spread	Spread to Gov Benchmark	Free r	Rate Type Selection	3mL Equivalent (bps)	IPT Spread	Guidance	Area	M/S Equivalent	Spread vs. Midswaps	MS	New Issue Premium	Movement from IPTS	Orderbook Size (mm)	Over Subscription	Yield	Price	League Table Eligible	Issuer Type	Product Type	BofA ML Role	# of Bookrunners	# of Active	# of Passive	Listing	CoC	Coupon Steps	Par Call	Make Whole	Marketing	Special Mandatory Redemption	UOP 1	UOP 2	Denom	Phy. Bks	Self Led	Bk1	Bk2	Bk3	Bk4	Bk5	Bk6	Bk7	Bk8	Bk9	Bk10	B&D Agent	Distribution	Add-On	Tapped Bond	Industry	Sub industry	CUSIP	ISIN	Week Start	Quarter	Deal	Country	Sub-Region	Region	No-Grow	Tranche Size (Local)	Tranche Currency	FX Rate per USD	Call Structure	Special Call Features	Par Call Period	Up/Downsized	First Time Bond Issuer	Price Execution	Tranche Comments	Coupon Rate Comments	General Comments (deal level)	Bond Ticker.1	Desk	Gross Spread	Total Fees	Unequal Economics	Jt Ld 1	Jt Ld 2	Jt Ld 3	Jt Ld 4	Jt Ld 5	Co1	Co 2	Co 3	Co 4	Co 5	IsYield	IsDM	IsSpread	IssueBenchmark	Price0	Yield0	Spread0	Performance0	Price1	Yield1	Spread1	Performance1	Price2	Yield2	Spread2	Performance2	Price3	Yield3	Spread3	Performance3	Price4	Yield4	Spread4	Performance4	Price5	Yield5	Spread5	Performance5	Price6	Yield6	Spread6	Performance6	Price7	Yield7	Spread7	Performance7	Price8	Yield8	Spread8	Performance8	Price9	Yield9	Spread9	Performance9	Price10	Yield10	Spread10	Performance10	Vix	Vix5d	Srvix	Srvix5d	CdxIg	CdxIg5d	Usgg2y	Usgg2y5d	Usgg3y	Usgg3y5d	Usgg5y	Usgg5y5d	Usgg10y	Usgg10y5d	Usgg30y	Usgg30y5d	Ticker	EnterpriseValue
1298	01/06/2020	01/13/2020	NAB	National Australia Bank Ltd (New York)	Aa3	Stable	AA-	Stable	NR	-	Aa3 / AA- / NR	-	Sr	-	1750	-	750	3	2	NCL	Fixed	1.875	-	12/13/2022	1.625% 3yr UST due 12/15/22	43	NaN	-2	-	-	0.0	45.0	2.0	-	-	NaN	3	-43.0	-	2.93	1.981	99.7	Yes	FIG	Investment Grade	Active	4	4	-	-	No	No	No	No	No	No	GCP	-	250000	NaN	Yes	BofA	Citi	NAB	RBC	-	-	-	-	-	-	-	3(a)(2)		-	Financial Institutions	Depository	63254ABC1	US63254ABC18	01/06/2020	1	1	Australia	Australia - NZ	Other		750	USD	1	NCL	-	-	-	-	-	-	-	-	NAB	ASIA	NaN	-	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912828YW Govt	99.72	1.975	38.5888	-4.4112	99.728	1.972	39.6642	-3.3358	99.762	1.96	36.8215	-6.1785	99.804	1.945	37.2489	-5.7511	99.813	1.942	38.8821	-4.1179	99.813	1.942	37.249	-5.751	99.922	1.903	33.3545	-9.6455	99.972	1.885	32.3886	-10.6114	100.21	1.8	27.4934	-15.5066	100.134	1.827	30.4793	-12.5207	100.293	1.77	27.0283	-15.9717	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	NAB AU Equity	NaN
1299	01/06/2020	01/13/2020	NAB	National Australia Bank Ltd (New York)	Aa3	Stable	AA-	Stable	NR	-	Aa3 / AA- / NR	-	Sr	-	1750	-	1000	3	2	NCL	Floating	-	-	12/13/2022	3-month Libor	41	NaN	-	3 month LIBOR	-	0.0	0.0	0.0	-	-	NaN	3	-41.0	-	1.5	0.000	100	Yes	FIG	Investment Grade	Active	4	4	-	-	No	No	No	No	No	No	GCP	-	250000	NaN	Yes	BofA	Citi	NAB	RBC	-	-	-	-	-	-	-	144a/Reg S		-	Financial Institutions	Depository	63254WAA8	US63254WAA80	01/06/2020	1	0	Australia	Australia - NZ	Other		1000	USD	1	NCL	-	-	-	-	-	-	-	-	NAB	ASIA	NaN	-	No	-	-	-	-	-	-	-	-	-	-	N	Y	N	#N/A Field Not Applicable	100.066	2.221	37.312	-3.688	100.068	2.232	39.425	-1.575	100.069	2.226	39.475	-1.525	100.077	2.213	37.037	-3.963	100.1	2.198	36.187	-4.813	100.1	2.198	36.187	-4.813	100.121	2.178	35.137	-5.863	100.098	2.182	36.287	-4.713	100.13	2.164	35.775	-5.225	100.142	2.16	35.912	-5.088	100.156	2.135	34.087	-6.913	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	NAB AU Equity	NaN
1300	01/06/2020	01/09/2020	GM	General Motors Financial Co Inc	Baa3	Stable	BBB	Stable	BBB	Stable	Baa3 / BBB / BBB	6	Sr	-	1250	-	1250	5	1	NCL	Fixed	2.9	-	02/26/2025	3.75% 5yr UST due 12/31/24	132	NaN	-3	-	-	150.0	135.0	3.0	-	-	NaN	3	18.0	-	2.4	2.926	99.874	Yes	CORP	Investment Grade	Active	6	6	-	-	No	No	Yes	Yes	No	No	GCP	-	2000	NaN	No	BofA	Banco Bradesco BBI S.A.	Citi	DB	JPM	NATWEST	-	-	-	-	Citi	Public Offering		-	Industrials	Automotive	37045XCV6	US37045XCV64	01/06/2020	1	1	United States of America	US	US		1250	USD	1	NCL	-	1	-	-	-	-	-	-	GM	AMRS	0.35	4.375	No	-	-	-	-	-	CIBC	Santander	STRH	Castle Oak	Ramirez	N	N	Y	912828YY Govt	100.006	2.898	128.5839	-3.4161	100.1	2.878	121.5153	-10.4847	100.023	2.894	124.1137	-7.8863	99.956	2.909	127.7537	-4.2463	100.132	2.871	122.1549	-9.8451	100.122	2.873	125.3163	-6.6837	100.225	2.851	125.2577	-6.7423	100.225	2.851	122.6527	-9.3473	100.368	2.82	119.5597	-12.4403	100.473	2.797	117.7599	-14.2401	100.358	2.822	124.7084	-7.2916	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	ACF US Equity	NaN
1301	01/06/2020	01/09/2020	DE	John Deere Capital Corp.	A2	Stable	A	Stable	A	Stable	A2 / A / A	-	Sr	-	1100	-	550	5	2	NCL	Fixed	2.05	-	01/09/2025	1.75% 5yr UST due 12/31/24	45	NaN	-1	-	-	0.0	46.5	0.0	-	-	NaN	0	-45.0	-	2.72	2.056	99.972	Yes	FIG	Investment Grade	Active	4	4	-	-	No	No	No	No	No	No	GCP	-	1000	NaN	No	BofA	Citi	GS	MUFJ	-	-	-	-	-	-	GS	Public Offering		-	Financial Institutions	Consumer Finance	24422EVC0	US24422EVC01	01/06/2020	1	1	United States of America	US	US		550	USD	1	NCL	-	-	-	-	-	-	-	-	DE	AMRS	0.35	1.925	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912828YY Govt	100	2.05	43.7839	-1.2161	99.887	2.074	41.1153	-3.8847	99.873	2.077	42.4137	-2.5863	100.235	2	36.8537	-8.1463	100.217	2.004	35.4549	-9.5451	100.217	2.004	38.4163	-6.5837	100.217	2.004	40.5577	-4.4423	100.217	2.004	37.9527	-7.0473	100.217	2.004	37.9597	-7.0403	100.498	1.944	32.4599	-12.5401	100.672	1.907	33.2084	-11.7916	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	DE1 US Equity	NaN
1302	01/06/2020	01/09/2020	DE	John Deere Capital Corp.	A2	Stable	A	Stable	A	Stable	A2 / A / A	-	Sr	-	1100	-	550	10	2	NCL	Fixed	2.45	-	01/09/2030	1.75% 10yr UST due 11/15/29	65	NaN	-1	-	-	0.0	65.0	0.0	-	-	NaN	4	-65.0	-	2.56	2.456	99.947	Yes	FIG	Investment Grade	Active	4	4	-	-	No	No	No	No	No	No	GCP	-	1000	NaN	No	BofA	Citi	GS	MUFJ	-	-	-	-	-	-	GS	Public Offering		-	Financial Institutions	Consumer Finance	24422EVD8	US24422EVD83	01/06/2020	1	0	United States of America	US	US		550	USD	1	NCL	-	-	-	-	-	-	-	-	DE	AMRS	0.475	2.613	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912828YS Govt	99.389	2.52	70.2237	5.2237	99.734	2.48	60.6188	-4.3812	99.85	2.467	61.2407	-3.7593	100.039	2.446	62.6406	-2.3594	100.026	2.447	60.1125	-4.8875	100.026	2.447	63.6115	-1.3885	100.026	2.447	66.403	1.403	100.026	2.447	63.9553	-1.0447	100.29	2.417	60.9539	-4.0461	100.279	2.418	59.6518	-5.3482	100.625	2.379	60.4708	-4.5292	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	DE1 US Equity	NaN
1303	01/06/2020	01/09/2020	BANCO	Banco del Estado	A1	Stable	A+	Stable	NR	-	A1 / A+ / NR	-	Sr	-	750	-	750	5	1	NCL	Fixed	2.704	-	01/09/2025	1.75% 5yr UST due 12/31/24	110	NaN	-	-	-	130.0	115.0	5.0	-	-	NaN	NaN	20.0	-	2.93	2.704	100	Yes	FIG	Investment Grade	Active	4	4	-	-	No	No	Yes	Yes	No	No	GCP	-	200000	NaN	No	BofA	Credit Agricole Corporate and Investment Bank (New York)	GS	JPM	-	-	-	-	-	-	GS	144a/Reg S		-	Financial Institutions	Consumer Finance	05965MAG8	US05965MAG87	01/06/2020	1	1	Chile	Lat AM (EM)	Latin America		750	USD	1	NCL	-	1	-	-	-	-	-	-	BANCO	AMRS	NaN	-	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912828YY Govt	100.226	2.655	104.2839	-5.7161	100.306	2.637	97.4153	-12.5847	100.307	2.637	98.4137	-11.5863	100.359	2.626	99.4537	-10.5463	100.407	2.615	96.5549	-13.4451	100.46	2.603	98.3163	-11.6837	100.404	2.615	101.6577	-8.3423	100.404	2.615	101.6828	-8.3172	100.381	2.62	99.5597	-10.4403	100.4	2.616	99.6599	-10.3401	100.404	2.615	104.0084	-5.9916	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	167579Z CI Equity	NaN
1304	01/06/2020	01/13/2020	SANUK	Santander UK PLC	Aa3	-	A	-	A+	-	Aa3 / A / A+	-	Sr	-	1250	-	1250	3	1	NCL	Fixed	2.1	-	01/13/2023	1.625% 3yr UST due 12/15/22	57	NaN	-2	-	-	75.0	60.0	3.0	-	-	NaN	5	18.0	-	2.32	2.121	99.939	Yes	FIG	Investment Grade	No Role	5	5	-	-	No	No	No	No	No	No	GCP	-	200000	NaN	Yes	Barc	Citi	MS	Santander	NATWEST	-	-	-	-	-	Citi	Public Offering		-	Financial Institutions	Finance	80283LAY9	US80283LAY92	01/06/2020	1	1	United Kingdom	W. Europe	Europe		1250	USD	1	NCL	-	-	-	-	-	-	-	-	SANUK	EMEA	0.2	2.5	No	-	-	-	-	-	-	-	-	-	-	N	N	Y	912828YW Govt	99.945	2.119	52.9888	-4.0112	100.011	2.096	52.0642	-4.9358	100.026	2.091	49.9215	-7.0785	99.957	2.115	54.2489	-2.7511	100.175	2.039	48.5821	-8.4179	100.175	2.039	46.949	-10.051	100.206	2.028	45.8545	-11.1455	100.31	1.992	43.0886	-13.9114	100.277	2.003	47.7934	-9.2066	100.383	1.966	44.3793	-12.6207	100.503	1.924	42.4283	-14.5717	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	ANL LN Equity	NaN
1305	01/06/2020	01/09/2020	SRE	Southern California Gas Co	Aa2	Negative	A+	Negative	AA-	Stable	Aa2 / A+ / AA-	-	FMB	-	650	-	650	10	1	NCL	Fixed	2.55	-	02/01/2030	1.75% 10yr UST due 11/15/29	77	NaN	-2	-	-	100.0	80.0	3.0	-	-	NaN	5	23.0	-	2.46	2.576	99.77	Yes	CORP	Investment Grade	No Role	5	4	1	-	No	No	Yes	Yes	No	No	Refi-CP	GCP	1000	NaN	No	Credit Agricole Corporate and Investment Bank (New York)	Mizuho	Scotia	U.S. Bancorp Investments, Inc	Academy	-	-	-	-	-	U.S. Bancorp Investments, Inc	Public Offering		-	Energy & Power	Utilities	842434CU4	US842434CU45	01/06/2020	1	1	United States of America	US	US		650	USD	1	NCL	-	3	150	-	-	-	-	-	SRE	AMRS	0.65	4.225	No	-	-	-	-	-	BBVA	Blaylock	R. Seelaus	-	-	N	N	Y	912828YS Govt	99.647	2.59	77.2237	0.2237	99.647	2.59	71.6188	-5.3812	100.225	2.524	66.9407	-10.0593	100.225	2.524	70.4406	-6.5594	100.225	2.524	67.8125	-9.1875	100.509	2.491	68.0115	-8.9885	100.509	2.491	70.803	-6.197	100.509	2.491	68.3553	-8.6447	100.509	2.491	68.3539	-8.6461	100.509	2.491	66.9518	-10.0482	101.385	2.39	61.5708	-15.4292	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	PET1 US Equity	NaN
1306	01/06/2020	01/09/2020	EIX	Southern California Edison	A3	Stable	A-	Stable	BBB+	Stable	A3 / A- / BBB+	-	FMB	-	600	-	100	10	2	NCL	Fixed	2.85	-	08/01/2029	2.375% 9yr UST due 05/15/29	90	NaN	-1	-	-	110.0	95.0	5.0	-	-	NaN	-5	20.0	-	11	2.706	101.179	Yes	CORP	Investment Grade	No Role	4	4	-	-	No	No	No	Yes	No	No	Refi-CP	GCP	1000	NaN	No	MUFJ	PNC	RBC	WFS	-	-	-	-	-	-	-	Public Offering	Yes	-	Energy & Power	Utilities	842400GS6	US842400GS60	01/06/2020	1	1	United States of America	US	US	Yes	100	USD	1	NCL	-	-	-	-	-	-	-	-	EIX	AMRS	0.65	0.65	No	-	-	-	-	-	Great Pacific	Mischler	Ramirez & Co., Inc.	Siebert	Telsey	N	N	Y	9128286T Govt	101.288	2.693	88.3636	-1.6364	101.697	2.643	78.3919	-11.6081	101.697	2.643	80.2175	-9.7825	101.697	2.643	83.7938	-6.2062	101.697	2.643	80.9594	-9.0406	101.728	2.639	83.9578	-6.0422	101.728	2.639	86.815	-3.185	101.728	2.639	84.1966	-5.8034	101.728	2.639	84.212	-5.788	101.728	2.639	82.8019	-7.1981	102.275	2.573	81.0216	-8.9784	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	SCE1 US Equity	NaN
1307	01/06/2020	01/09/2020	EIX	Southern California Edison	A3	Stable	A-	Stable	BBB+	Stable	A3 / A- / BBB+	-	FMB	-	600	-	500	30	2	NCL	Fixed	3.65	-	02/01/2050	2.25% 30yr UST due 08/15/49	140	NaN	-4	-	-	162.5	145.0	5.0	-	-	NaN	-5	22.5	-	5.5	3.686	99.347	Yes	CORP	Investment Grade	No Role	4	4	-	-	No	No	No	Yes	No	No	Refi-CP	GCP	1000	NaN	No	MUFJ	PNC	RBC	WFS	-	-	-	-	-	-	-	Public Offering		-	Energy & Power	Utilities	842400GT4	US842400GT44	01/06/2020	1	0	United States of America	US	US	Yes	500	USD	1	NCL	-	-	-	-	-	-	-	-	EIX	AMRS	0.875	4.375	No	-	-	-	-	-	Great Pacific	Mischler	Ramirez & Co., Inc.	Siebert	Telsey	N	N	Y	912810SJ Govt	100.394	3.628	132.1738	-7.8262	101.432	3.571	120.7567	-19.2433	101.304	3.578	124.7321	-15.2679	102.04	3.538	125.8155	-14.1845	102.652	3.505	120.1657	-19.8343	102.8	3.497	122.5922	-17.4078	102.819	3.496	125.9813	-14.0187	102.819	3.496	123.7309	-16.2691	103.909	3.438	117.9307	-22.0693	103.969	3.435	115.4398	-24.5602	103.969	3.435	119.9534	-20.0466	13.85	3.13	69.43	1.71	46.049	4.78	1.5445	-1.3234	1.5566	-2.0769	1.6058	-3.8375	1.809	-3.7127	2.2858	-1.8879	SCE1 US Equity	NaN

Overview

Variables

Interactions

Correlations

Pearson's r

Spearman's ρ

Kendall's τ

Phik (φk)

Cramér's V (φc)

Missing values

Sample

First rows

Last rows